A new approach to the concept of a strong unified-least-squares matrix (Q1883301)
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English | A new approach to the concept of a strong unified-least-squares matrix |
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A new approach to the concept of a strong unified-least-squares matrix (English)
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4 October 2004
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A very interesting result on the invariance of the expression \(\mathcal{R}(AB^-C) \subseteq \mathcal{R}(D)\) for every generalized inverse \(B^-\) (i.e., \(BB^-B=B\)) is developed. This result is used in the statistical problem of defining, from two different view points, the strong unified-least-squares for the general Gauss-Markov model showing that both are equivalent. Finally, all matrices appearing in those equivalent definitions are characterized.
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generalized inverse
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range
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Invariance
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general Gauss-Markov model
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minimum dispersion linear unbiased estimator
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unified-least-squares theory
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