A Useful Matrix Decomposition and Its Statistical Applications in Linear Regression (Q3634548)

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scientific article; zbMATH DE number 5570314
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    A Useful Matrix Decomposition and Its Statistical Applications in Linear Regression
    scientific article; zbMATH DE number 5570314

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      A Useful Matrix Decomposition and Its Statistical Applications in Linear Regression (English)
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      25 June 2009
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      BLUE
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      Frisch-Waugh-Lovell theorem
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      Löwner ordering
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      OLSE
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      orthogonal projector
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      partitioned linear model
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      reduced linear model
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      Schur complement
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