A prediction analysis in a constrained multivariate general linear model with future observations
DOI10.1080/03610926.2019.1634819OpenAlexW2961350046WikidataQ127590024 ScholiaQ127590024MaRDI QIDQ5079043FDOQ5079043
Authors: Hong Jiang, Yongge Tian, Yu-Qin Sun 
Publication date: 25 May 2022
Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2019.1634819
Statistics (62-XX) Factor analysis and principal components; correspondence analysis (62H25) Linear regression; mixed models (62J05) Estimation in multivariate analysis (62H12) Theory of matrix inversion and generalized inverses (15A09)
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- On equalities of estimations of parametric functions under a general linear model and its restricted models
- Using rank formulas to characterize equalities for Moore-Penrose inverses of matrix products.
- Title not available (Why is that?)
- On the equality of estimators under a general partitioned linear model with parameter restrictions
- On comparison of dispersion matrices of estimators under a constrained linear model
- A new derivation of BLUPs under random-effects model
- On simultaneous prediction in a multivariate general linear model with future observations
- Solutions of a constrained Hermitian matrix-valued function optimization problem with applications
- Linear model theory. Univariate, multivariate, and mixed models.
- On decompositions of estimators under a general linear model with partial parameter restrictions
- Decomposition of approaches of a general linear model with fixed parameters
This page was built for publication: A prediction analysis in a constrained multivariate general linear model with future observations
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5079043)
