Matrix equations with restraints and their statistical applications (Q2575714)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Matrix equations with restraints and their statistical applications |
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Matrix equations with restraints and their statistical applications (English)
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6 December 2005
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The author considers the matrix equation \(B=XA\) (where \(A\) and \(B\) are given real matrices with one and the same number of columns) under the restraints \(W-XVX^T\geq 0\) (where \(V\) and \(W\) are symmetric non-negatively defined matrices) and \(R(XV)=R(W)\) (where \(R(.)\) stands for the range space). Such a problem arises from linear experiments and statistics.
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matrix equation
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restraints
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linear normal model
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quadratic plus linear estimation
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comparison of models
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