Optimization of functions of matrices with an application in statistics

DOI10.1016/0024-3795(94)00087-5MaRDI QIDQ1908201zbMATH OpenOpenAlexFDO

Authors Jean-Daniel Rolle

Publication date 24 July 1996

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

Full work available at URL https://doi.org/10.1016/0024-3795(94)00087-5

zbMATH Keywords

linear regression modelpositive eigenvaluesfunctions of matricesmatrix differential calculusglobal extrema

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Calculus of vector functions (26B12) Matrices over function rings in one or more variables (15A54)

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Cites work

• scientific article; zbMATH DE number 3748252 (Why is no real title available?)
• scientific article; zbMATH DE number 44885 (Why is no real title available?)
• scientific article; zbMATH DE number 192910 (Why is no real title available?)
• scientific article; zbMATH DE number 192992 (Why is no real title available?)
• scientific article; zbMATH DE number 3271181 (Why is no real title available?)
• Best Nonnegative Invariant Partially Orthogonal Quadratic Estimation in Normal Regression
• Best quadratic unbiased estimators of the variance-covariance matrix in normal regression
• Minimum variance quadratic unbiased estimation of variance components

Cited in

(4)

• A model for perturbed production or measurement processes involving compound normal distributions
• Some optimization problems in multivariate statistics
• Minimum variance quadratic unbiased estimators as a tool to identify compound normal distributions
• scientific article; zbMATH DE number 3896267 (Why is no real title available?)

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