Operator trigonometry of statistics and econometrics

DOI10.1016/S0024-3795(01)00315-9MaRDI QIDQ1855350zbMATH OpenFDO

Authors Karl Gustafson

Publication date 5 February 2003

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

zbMATH Keywords

Lagrange multiplierstatistical efficiencyoperator trigonometry

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Foundations and philosophical topics in statistics (62A01) Estimation in multivariate analysis (62H12) Basic linear algebra (15A99)

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Cites work

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• A historical note on the method of least squares
• A matrix version of the Wielandt inequality and its applications to statistics
• An extended operator trigonometry
• Efficiency comparisons between two estimators based on matrix determinant Kantorovich-type inequalities.
• Estimation of variance and covariance components—MINQUE theory
• IV.—On Least Squares and Linear Combination of Observations
• Matrix trigonometry
• On the minimum efficiency of least squares
• SERIAL CORRELATION IN REGRESSION ANALYSIS. I
• Some comments on six inequalities associated with the inefficiency of ordinary least squares with one regressor
• THE GEOMETRY OF ESTIMATION
• The angle of an operator and positive operator products
• The geometrical meaning of the Kantorovich-Wielandt inequalities
• The inefficiency of least squares

Cited in

(11)

• Antieigenvalue techniques in statistics
• The trigonometry of matrix statistics
• Operator trigonometry
• Approximations of antieigenvalue and antieigenvalue-type quantities
• Matrix trace Wielandt inequalities with statistical applications
• Slant joint antieigenvalues and antieigenvectors of operators in normal subalgebras
• Slant antieigenvalues and slant antieigenvectors of operators
• Operator trigonometry of multivariate finance
• Hermitian matrices: spectral coupling, plane geometry/trigonometry and optimisation
• The geometry of statistical efficiency and matrix statistics
• Trigonometry of quantum states

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