Quadratic Forms and Idempotent Matrices with Random Elements

Cited in

(66)

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

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