Characterization of the multivariate Gauss-Markoff model with singular covariance matrix and missing values

DOI10.1023/A:1023215001376MaRDI QIDQ1978994zbMATHOpenAlexFDO

Authors Wiktor Oktaba

Publication date 22 May 2000

Published in Applications of Mathematics (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/33002

zbMATH Keywords

missing valuesBLUEmultivariate Gauss-Markoff model

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Recommendations

• The general Gauss-Markov model with possibly singular dispersion matrix
• Estimation of missing values in the general gauss-maekoff model
• On the natural restrictions in the singular Gauss-Markov model
• Consistent estimators of the variance-covariance matrix of the gmanova model with missing data
• scientific article; zbMATH DE number 1455593

Cites work

• scientific article; zbMATH DE number 3850259 (Why is no real title available?)
• scientific article; zbMATH DE number 4088699 (Why is no real title available?)
• scientific article; zbMATH DE number 4117680 (Why is no real title available?)
• A general recursive procedure for analysis of variance
• Estimation and Verification of Hypotheses in Some Zyskind‐Martin Models with Missing Values
• Estimation of missing values in the general gauss-maekoff model
• Linear Statistical Inference and its Applications
• Linear transformations preserving best linear unbiased estimators in a general Gauss-Markoff model
• On Best Linear Estimation and General Gauss-Markov Theorem in Linear Models with Arbitrary Nonnegative Covariance Structure
• THE ESTIMATION OF MISSING AND MIXED-UP OBSERVATIONS IN SEVERAL EXPERIMENTAL DESIGNS

Cited in

(6)

• Wishart distributions in the multivariate Gauss--Markoff model with singular covariance matrix
• Regression models with unknown singular covariance matrix
• On simultaneous prediction in a multivariate general linear model with future observations
• Estimation of missing values in the general gauss-maekoff model
• Consistent estimators of the variance-covariance matrix of the gmanova model with missing data
• The General Multivariate Gauss-Markov Model of the Incomplete Block Design

This page was built for publication: Characterization of the multivariate Gauss-Markoff model with singular covariance matrix and missing values

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1978994)