On Hsu's theorem in multivariate regression
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Publication:1140383
DOI10.1016/0047-259X(79)90102-7zbMath0435.62052OpenAlexW2021589773MaRDI QIDQ1140383
Publication date: 1979
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0047-259x(79)90102-7
multivariate linear regression modelmultivariate regression modelsestimation of dispersion matrixminimum variance invariant quadratic unbiased estimationordinary linear estimatestheorem of Hsu
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Cites Work
- Minimum variance quadratic unbiased estimation of variance components
- Simultaneous estimation of expectation and covarianee matrix in linear models2
- Best quadratic unbiased estimation in variance-covariance component models2
- A new proof of hsu's theorem in regression analysis– a coordinate-free approach
- The Kronecker Matrix Product and Some of its Applications in Econometrics
- Estimation of variance and covariance components—MINQUE theory
- Estimation of Variance and Covariance Components in Linear Models
- Quadratic Subspaces and Completeness
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