Some properties of BLUE in a linear model and canonical correlations associated with linear transformations

DOI10.1016/0047-259X(90)90036-HMaRDI QIDQ808129zbMATH OpenOpenAlexFDO

Authors Chinubal G. Khatri

Publication date 1990

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0047-259x(90)90036-h

zbMATH Keywords

covariance matrixMoore-Penrose inverseBLUEg- inversenonzero canonical correlationsnumber of unit canonical correlations

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Measures of association (correlation, canonical correlation, etc.) (62H20) Theory of matrix inversion and generalized inverses (15A09)

Recommendations

• On relations between BLUEs under two transformed linear models
• Linear Estimation with an Incorrect Dispersion Matrix in Linear Models with a Common Linear Part
• On properties of BLUEs under general linear regression models
• Simultaneous Canonization of Linear Models
• scientific article; zbMATH DE number 3965232

Cites work

• scientific article; zbMATH DE number 4064280 (Why is no real title available?)
• scientific article; zbMATH DE number 3655180 (Why is no real title available?)
• scientific article; zbMATH DE number 3484225 (Why is no real title available?)
• scientific article; zbMATH DE number 3640730 (Why is no real title available?)
• scientific article; zbMATH DE number 3283209 (Why is no real title available?)
• A note on multiple and canonical correlation for a singular covariance matrix
• Canonical correlations of past and future for time series: Definitions and theory
• General definition and decomposition of projectors and some applications to statistical problems
• Linear Statistical Inference and its Applications
• Robustness study for a linear growth model

Cited in

(12)

• The BLUE's covariance matrix revisited: A review
• Revisiting the BLUE in a Linear Model via Proper Eigenvectors
• Professor Haruo Yanai and multivariate analysis
• Simultaneous Canonization of Linear Models
• A Useful Matrix Decomposition and Its Statistical Applications in Linear Regression
• Canonical correlation analysis with linear constraints
• scientific article; zbMATH DE number 3965232 (Why is no real title available?)
• Relationships among several methods of linearly constrained correspondence analysis
• On two expressions of the MLE for a special case of the extended growth curve models
• A new family of constrained principal component analysis (CPCA)
• A matrix equality useful in goodness-of-fit testing of structural equation models
• Canonical correlations associated with symmetric reflexive generalized inverses of the dispersion matrix

This page was built for publication: Some properties of BLUE in a linear model and canonical correlations associated with linear transformations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q808129)