Optimization of functions of matrices with an application in statistics
DOI10.1016/0024-3795(94)00087-5zbMATH Open0841.15012OpenAlexW2057196979MaRDI QIDQ1908201FDOQ1908201
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
linear regression modelpositive eigenvaluesfunctions of matricesmatrix differential calculusglobal extrema
Linear regression; mixed models (62J05) Calculus of vector functions (26B12) Matrices over function rings in one or more variables (15A54)
Cites Work
- 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
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Cited In (4)
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