On two-stage estimate based on independent estimate of covariance matrix

DOI10.1007/S10114-005-0650-1MaRDI QIDQ2431917zbMATH OpenOpenAlexFDO

Authors Su-Ju Yin, Songgui Wang

Publication date 24 October 2006

Published in Acta Mathematica Sinica, English Series (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10114-005-0650-1

zbMATH Keywords

canonical correlation coefficientscovariance adjusted estimate

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)

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Cites work

• A note on a Manova model applied to problems in growth curve
• A study of the equivalence of the BLUEs between a partitioned singular linear model and its reduced singular linear models
• An approach to upper bound problems for risks of generalized least squares estimators
• scientific article; zbMATH DE number 3886886 (Why is no real title available?)
• scientific article; zbMATH DE number 1536440 (Why is no real title available?)
• scientific article; zbMATH DE number 3301943 (Why is no real title available?)
• ON THE LIMITING DISTRIBUTION OF THE CANONICAL CORRELATIONS

Cited in

(1)

• In memory of Professor Wang Songgui (1942--2025)

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