Quadratic properties of least-squares solutions of linear matrix equations with statistical applications

DOI10.1007/S00180-016-0693-ZzbMATH Open1417.15018OpenAlexW2531099963MaRDI QIDQ1695437FDOQ1695437

Authors: Yongge Tian, Bo Jiang 

Publication date: 7 February 2018

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00180-016-0693-z

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zbMATH Keywords

linear modelrankinertiaquadratic matrix-valued functionLöwner partial ordering

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Estimation in multivariate analysis (62H12) Hermitian, skew-Hermitian, and related matrices (15B57) Matrix equations and identities (15A24)

Cites Work

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Cited In (10)

• The QLY least-squares and the QLY least-squares minimal-norm of linear dual least squares problems
• Statistical measures for ordinary least squares using the \({\alpha}\)Q algorithm
• Rank/inertia approaches to weighted least-squares solutions of linear matrix equations
• Matrix equations with restraints and their statistical applications
• A matrix approach to a general partitioned linear model with partial parameter restrictions
• On best linear unbiased estimation and prediction under a constrained linear random-effects model
• Statistical analysis of a linear regression model with restrictions and superfluous variables
• Some remarks on fundamental formulas and facts in the statistical analysis of a constrained general linear model
• Matrix rank and inertia formulas in the analysis of general linear models
• Matrix rank/inertia formulas for least-squares solutions with statistical applications

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