Matrix rank/inertia formulas for least-squares solutions with statistical applications
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Publication:5962820
linear modelrankinertialeast squares solutionordinary least squares estimatormatrix equationquadratic matrix-valued functioninference problem
Linear regression; mixed models (62J05) Eigenvalues, singular values, and eigenvectors (15A18) Parametric inference under constraints (62F30) Matrix exponential and similar functions of matrices (15A16) Vector spaces, linear dependence, rank, lineability (15A03) Matrix equations and identities (15A24)
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- scientific article; zbMATH DE number 6263971
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- A matrix handling of predictions of new observations under a general random-effects model
- A new derivation of BLUPs under random-effects model
- A survey on rank and inertia optimization problems of the matrix-valued function \(A+BXB^\ast\)
- Definiteness and semidefiniteness of quadratic forms revisited
- Determination of the inertia of a partitioned Hermitian matrix
- Equalities and inequalities for inertias of Hermitian matrices with applications
- Formulas for calculating the extremum ranks and inertias of a four-term quadratic matrix-valued function and their applications
- General theory and methods for matric factoring
- Inertia possibilities for completions of partial hermitian matrices*
- Matrix tricks for linear statistical models. Our personal top twenty.
- Max-min problems on the ranks and inertias of the matrix expressions \(A - BXC \pm (BXC)^{\ast}\) with applications
- Maximization and minimization of the rank and inertia of the Hermitian matrix expression \(A-BX-(BX)^{*}\) with applications
- More on extremal ranks of the matrix expressions \(A-BX \pm X^{*}B^{*}\) with statistical applications
- On comparison of dispersion matrices of estimators under a constrained linear model
- On the interia of some classes of partitioned matrices
- Several consequences of an inertia theorem
- Solutions to 18 constrained optimization problems on the rank and inertia of the linear matrix function
- Solving optimization problems on ranks and inertias of some constrained nonlinear matrix functions via an algebraic linearization method
- Some equalities and inequalities for covariance matrices of estimators under linear model
- Some optimization problems on ranks and inertias of matrix-valued functions subject to linear matrix equation restrictions
- The inertia of certain Hermitian block matrices
- The inertia of hermitian matrices with a prescribed 2×2 block decomposition
- The matrix equations \(AX=C\), \(XB=D\)
- The possible inertias for a Hermitian matrix and its principal submatrices
Cited in
(15)- Characterizing relationships between BLUPs under linear mixed model and some associated reduced models
- Statistical measures for least squares using the \(\alpha Q\beta R\) algorithm
- Quadratic properties of least-squares solutions of linear matrix equations with statistical applications
- Further remarks on constrained over-parameterized linear models
- Inertia and rank approach in transformed linear mixed models for comparison of BLUPs
- Rank/inertia approaches to weighted least-squares solutions of linear matrix equations
- On relations between BLUPs under two transformed linear random-effects models
- A matrix approach to a general partitioned linear model with partial parameter restrictions
- Matrix rank and inertia formulas in the analysis of general linear models
- Comparison of covariance matrices of predictors in seemingly unrelated regression models
- Some remarks on fundamental formulas and facts in the statistical analysis of a constrained general linear model
- Some remarks on comparison of predictors in seemingly unrelated linear mixed models.
- Rank and inertia formulas for covariance matrices of BLUPs in general linear mixed models
- On best linear unbiased estimation and prediction under a constrained linear random-effects model
- Statistical analysis of a linear regression model with restrictions and superfluous variables
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