The general common Hermitian nonnegative-definite solution to the matrix equations \(AXA=BB\) and \(CXC=DD\) with applications in statistics
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Publication:1776870
DOI10.1016/j.jmva.2004.04.009zbMath1071.15014MaRDI QIDQ1776870
Publication date: 12 May 2005
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2004.04.009
regression; matrix equation; Moore-Penrose generalized inverse; multivariate linear model; linear hypothesis; column space; Hermitian (symmetric) nonnegative-definite solution; Hermitian (symmetric) positive-definite solution; kernel space
62J05: Linear regression; mixed models
62H15: Hypothesis testing in multivariate analysis
15A24: Matrix equations and identities
62K15: Factorial statistical designs
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