Some properties of BLUE in a linear model and canonical correlations associated with linear transformations

DOI10.1016/0047-259X(90)90036-HzbMath0731.62116OpenAlexW2075859370MaRDI QIDQ808129

Chinubal G. Khatri

Publication date: 1990

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0047-259x(90)90036-h

zbMATH Keywords

covariance matrixMoore-Penrose inverseBLUEg- inversenonzero canonical correlationsnumber of unit canonical correlations

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Measures of association (correlation, canonical correlation, etc.) (62H20) Theory of matrix inversion and generalized inverses (15A09)

Related Items (9)

A matrix equality useful in goodness-of-fit testing of structural equation models ⋮ On two expressions of the MLE for a special case of the extended growth curve models ⋮ A new family of constrained principal component analysis (CPCA) ⋮ The BLUE's covariance matrix revisited: A review ⋮ Canonical correlations associated with symmetric reflexive generalized inverses of the dispersion matrix ⋮ Canonical correlation analysis with linear constraints ⋮ Relationships among several methods of linearly constrained correspondence analysis ⋮ Professor Haruo Yanai and multivariate analysis ⋮ A Useful Matrix Decomposition and Its Statistical Applications in Linear Regression

Cites Work

• Canonical correlations of past and future for time series: Definitions and theory
• Robustness study for a linear growth model
• General definition and decomposition of projectors and some applications to statistical problems
• A note on multiple and canonical correlation for a singular covariance matrix
• Linear Statistical Inference and its Applications
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