More on extremal ranks of the matrix expressions A − BX ± X * B * with statistical applications

DOI10.1002/nla.553zbMath1212.15029MaRDI QIDQ3588913

Yongge Tian, Yong Hui Liu

Publication date: 10 September 2010

Published in: Numerical Linear Algebra with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/nla.553

zbMATH Keywords

linear model; Moore-Penrose inverse; best linear unbiased estimator; matrix equation; projector; minimal rank; maximal rank; matrix expression; weighted least-squares estimator; Hermitian-type singular value decomposition; skew-Hermitian-type singular value decomposition

Mathematics Subject Classification ID

62J05: Linear regression; mixed models

62F10: Point estimation

65F20: Numerical solutions to overdetermined systems, pseudoinverses

15A24: Matrix equations and identities

15A03: Vector spaces, linear dependence, rank, lineability

15A22: Matrix pencils

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