Quadratic Forms and Idempotent Matrices with Random Elements

Cited in

(66)

Two-step estimation of a factor model in the presence of observable factors
Canonical analysis of longitudinal and repeated measures data with stationary weights
On the relative efficiency of estimators which include the initial observations in the estimation of seemingly unrelated regressions with first-order autoregressive disturbances
Konkrete optimale Versuchspläne für ein lineares Modell mit einem qualitativen und zwei quantitativen Einflußfaktoren
On component analyses
A note on the efficiency of the Cochrane-Orcutt estimator of the AR(1) regression model
Application of inverse system for linearization and decoupling
On some properties of positive definite Toeplitz matrices and their possible applications
Theory and computation of restricted linear models
Testing inequality constraints in linear econometric models
Bounds for eigenvalues using traces
Some identification and estimation results for regression models with stochastically varying coefficients
On the analysis of some multivariate randomized response designs for categorical data
On the equivalence of some test criteria based on BAN estimators for the multivariate exponential family
A new class of limited-information estimators for simultaneous equation systems
On rectangular systems of differential equations and their application to circuit theory
Components of correlation and extensions of the lens model equation
Block generalized inverses
Differencing of random walks and near random walks
Recursions for the two-stage least-squares estimators
Matrix derivatives with chain rule and rules for simple, Hadamard, and Kronecker products
A note on multiple and canonical correlation for a singular covariance matrix
Stochastic models for X chromosome inactivation
Quadratic location discriminant functions for mixed categorical and continuous data
Iterates of fuzzy circulant matrices
Statistical inference for decile means
Wishart and pseudo-Wishart distributions and some applications to shape theory
Properties of Schur complements in partitioned idempotent matrices.
Spatially adaptive splines for statistical linear inverse problems
The use of spacings in the estimation of a scale parameter
Persistence of an infectious disease in a subdivided population
Measures of reliability for profiles and test batteries
Estimation of J scales for unidimensional unfolding
On maximizing det (A\(^T\)A)
Generalized Cochran-Wald statistics in combining of experiments
Relationships between generalized inverses of a matrix and generalized inverses of its rank-one-modifications
Simple algorithms about Kronecker products in the linear model
Some optimal tests for the equicorrelation coefficient in standard symmetric multivariate normal distribution
Revision: variance inflation in regression
Bayesian analysis of nonlinear regression with equicorrelated elliptical errors
Covariance structure analysis of ordinal ipsative data
Building an identifiable latent class model with covariate effects on underlying and measured variables
Might ``unique factors be ``common? On the possibility of indeterminate common-unique covariances
On the performance of biased estimators in the linear regression model with correlated or heteroscedastic errors
A nonparametric test for a multi-sample scale problem using ranked-set data
Interaction analysis for MIMO nonlinear systems based on a fuzzy basis function network model
The impact of environmental fluctuations on structured discrete time population models: Resonance, synchrony and threshold behaviour
An alternative proof for the recursive formulae for computing the Moore--Penrose M-inverse of a matrix
Comparison of ranks of cross-product and covariance solutions in component analysis
Component analysis in cross-sectional and longitudinal data
On the information matrix of the multivariate skew-\(t\) model
A class of nonparametric tests for testing homogeneity of variances against ordered alternatives based on subsample extrema
Item response theory for longitudinal data: population parameter estimation
Analysis of Linear Models with One Factor Having Both Fixed and Random Levels
A unified sequential identification structure based on convergence considerations
Determining the parametric structure of models
A-optimal designs for an additive cubic model
Properties of the combinations of commutative idempotents
Bayesian optimality and intervals for Stein-type estimates
On idempotency of linear combinations of idempotent matrices
Unbiased statistical estimation functions for parameters in presence of nuisance parameters
A reference prior for the analysis of a response surface
A further algebraic version of Cochran's theorem and matrix partial orderings
The accuracy of least squares calculations with the Cholesky algorithm
On linear combinations of two tripotent, idempotent, and involutive matrices
Maximum likelihood estimation for directional conditionally autoregressive models

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