A decomposition of a linear model

DOI10.1016/J.LAA.2008.09.037MaRDI QIDQ999785zbMATH OpenOpenAlexFDO

Authors Pilar Ibarrola Muñoz, Ana Pérez-Palomares

Publication date 10 February 2009

Published in Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.laa.2008.09.037

zbMATH Keywords

linear modeldecompositionsufficiencyGaussian distribution

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09)

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Cites work

• scientific article; zbMATH DE number 3986458 (Why is no real title available?)
• scientific article; zbMATH DE number 5055767 (Why is no real title available?)
• A characterization of a Gaussian process in terms of sufficient estimators
• A characterization of the normal distribution by sufficiency of the least squares estimation
• An introduction to stochastic processes and their applications
• Linear completeness in a continuous time Gauss-Markov model
• On restricted linear estimation for regression in stochastic processes
• The general linear model of the generalized singular value decomposition
• The structure of a linear model: sufficiency, ancillarity, invariance, equivariance, and the normal distribution

Cited in

(3)

• Linear completeness in a continuous time Gauss-Markov model
• A characterization of a Gaussian process in terms of sufficient estimators
• Identifying a model from data using Beltrami's matrix decomposition

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