On Hsu's theorem in multivariate regression

DOI10.1016/0047-259X(79)90102-7zbMath0435.62052OpenAlexW2021589773MaRDI QIDQ1140383

Jürgen Kleffe

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

zbMATH Keywords

multivariate linear regression modelmultivariate regression modelsestimation of dispersion matrixminimum variance invariant quadratic unbiased estimationordinary linear estimatestheorem of Hsu

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)

Related Items (5)

Unnamed Item ⋮ Minimum variance quadratic unbiased estimate of a linear function of variances and covariances under MANOVA model ⋮ Unbiased invariant minimum norm estimation in generalized growth curve model ⋮ Uniformly minimum variance nonnegative quadratic unbiased estimation in a generalized growth curve model ⋮ Minqe(U, I) and Umvique of the Covariance Matrix in the Growth Curve Model

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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