Numerical treatment of restricted gauss-markov model1

DOI10.1080/03610918808812680MaRDI QIDQ3471505zbMATH OpenOpenAlexFDO

Authors Zhaojun Bai

Publication date 1988

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918808812680

zbMATH Keywords

best linear unbiased estimatorgeneralized singular value decompositionrestricted Gauss-Markov models

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

Recommendations

• On the natural restrictions in the singular Gauss-Markov model
• The general linear model of the generalized singular value decomposition
• scientific article; zbMATH DE number 3986458
• A study of the influence of the natural restrictions on estimation problems in the singular Gauss-Markov model
• Regularization and the General Gauss-Markov Linear Model

Cites work

• Computing the CS decomposition of a partitioned orthonormal matrix
• Generalizing the Singular Value Decomposition
• scientific article; zbMATH DE number 883145 (Why is no real title available?)
• scientific article; zbMATH DE number 3373921 (Why is no real title available?)
• On the Method of Weighting for Equality-Constrained Least-Squares Problems
• The general linear model of the generalized singular value decomposition
• Towards a Generalized Singular Value Decomposition

Cited in

(7)

• The general linear model of the generalized singular value decomposition
• Regularization and the General Gauss-Markov Linear Model
• The Restricted Singular Value Decomposition: Properties and Applications
• GENERALIZED SINGULAR VALUE DECOMPOSITION AND ITS APPLICATIONS IN MODEL ANALYSIS
• Some computational aspects of Gaussian CARMA modelling
• Randomized algorithms for computing the generalized tensor SVD based on the tensor product
• Inverse-partitioned-matrix method for the general Gauss-Markov model with linear restrictions

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