scientific article; zbMATH DE number 3849412
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Publication:3318902
zbMATH Open0535.15006MaRDI QIDQ3318902FDOQ3318902
Authors: Jerzy K. Baksalary, Radosław Kala
Publication date: 1983
Title of this publication is not available (Why is that?)
Recommendations
Hermitian matrixnonnegative definite matrixrank subtractivityLoewner partial orderingDrazin partial orderings
Hermitian, skew-Hermitian, and related matrices (15B57) Positive matrices and their generalizations; cones of matrices (15B48)
Cited In (30)
- Preliminary test estimation of a vector of parametric functions in the general Gauss--Markov model
- Mean squared error matrix comparisons between biased estimators — An overview of recent results
- Pre-test procedures and forecasting in the regression model under restrictions
- On rank subtractivity between normal matrices
- Mean square error matrix properties of Bayes estimation for incorrect prior information under misspecification
- On some characterizations of the star partial ordering for matrices and rank subtractivity
- Efficiency of a stochastic restricted two-parameter estimator in linear regression
- Nonnegative and positive definiteness of matrices modified by two matrices of rank one
- Restricted ridge estimation.
- Another look at the naive estimator in a regression model
- Restricted ridge estimator in the logistic regression model
- The sub-Löwner partial order of metapositive subdefinite matrix
- Covariance adjustment in biased estimation
- On the restricted almost unbiased Liu estimator in the logistic regression model
- Modified restricted Liu estimator in logistic regression model
- Mean square error matrix superiority of estimators under linear restrictions and misspecification
- Some further results on Hermitian-matrix inequalities
- A note on the matrix ordering of special C-matrices
- A matrix inequality and admissibility of linear estimators with respect to the mean square error matrix criterion
- A multivariate version of Samuelson's inequality
- An improved and efficient biased estimation technique in logistic regression model
- Mean square error matrix comparisons of optimal and classical predictors and estimators in linear regression
- Pre-test estimation in the linear regression model with competing restrictions
- Dropping variables versus use of proxy variables in linear regression
- A partial order on the set of complex matrices with index one
- MSEM dominance of estimators in two seemingly unrelated regressions
- Title not available (Why is that?)
- Solutions of the matrix inequalities in the minus partial ordering and Löwner partial ordering
- Some further matrix extensions of the Cauchy-Schwarz and Kantorovich inequalities, with some statistical applications
- Criteria for the validity of Fisher's condition for balanced block designs
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