scientific article

zbMath0652.62050MaRDI QIDQ3798066

Simo Puntanen

Publication date: 1987

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

singularitygeneralized inversebest linear unbiased estimatorprojectorresidualsordinary least squares estimatorcanonical correlationsgeneral linear modelgeneralized eigenvalueestimation of the mean vectornon full-rank case

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Measures of association (correlation, canonical correlation, etc.) (62H20) Linear inference, regression (62J99)

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Affine equivariant multivariate rank methods ⋮ The efficiency factorization multiplier for the Watson efficiency in partitioned linear models: Some examples and a literature review ⋮ Some further matrix extensions of the Cauchy-Schwarz and Kantorovich inequalities, with some statistical applications ⋮ On a matrix identity associated with generalized least squares ⋮ Characterizations of the best linear unbiased estimator in the general Gauss-Markov model with the use of matrix partial orderings ⋮ Criteria for the equality between ordinary least squares and best linear unbiased estimators under certain linear models ⋮ The BLUE's covariance matrix revisited: A review ⋮ Canonical correlations associated with symmetric reflexive generalized inverses of the dispersion matrix ⋮ Bounds for the trace of the difference of the covariance matrices of the OLSE and BLUE ⋮ Rank equalities for idempotent and involutory matrices ⋮ Spectrum and trace invariance criterion and its statistical applications ⋮ Generalized correlations in the singular case ⋮ On the product of orthogonal projectors ⋮ Some properties of BLUE in a linear model and canonical correlations associated with linear transformations

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