Best quadratic unbiased estimation of the variance matrix in normal regression

DOI10.1007/BF02932618zbMath0455.62058OpenAlexW2156350796MaRDI QIDQ3903904

Heinz Neudecker

Publication date: 1980

Published in: Statistische Hefte (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02932618

zbMATH Keywords

normal linear modelnormal regressionmatrix differential calculusvariance matrixbest quadratic unbiased estimation

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Calculus of vector functions (26B12) Analysis of variance and covariance (ANOVA) (62J10) Basic linear algebra (15A99)

Related Items (1)

Useful matrix transformations for panel data analysis: a survey

Cites Work

• A comment on Minimization of functions of a positive semidefinite matrix A subject to AX=0
• Best quadratic unbiased estimators of the variance-covariance matrix in normal regression

This page was built for publication: Best quadratic unbiased estimation of the variance matrix in normal regression