Regression models with unknown singular covariance matrix

DOI10.1016/S0024-3795(02)00342-7MaRDI QIDQ1855361zbMATH OpenFDO

Authors Dietrich Von Rosen, Muni S. Srivastava

Publication date 5 February 2003

Published in Linear Algebra and its Applications (Search for Journal in Brave)

zbMATH Keywords

singularityGMANOVAtestsgrowth curve modelsingular covariance matrixrank restriction

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Estimation in multivariate analysis (62H12)

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Cited in

(12)

• An EM algorithm for singular Gaussian mixture models
• Comparison of exact parametric tests for high-dimensional data
• Predictive Influence of Variables in a Linear Regression Model when the Moment Matrix is Singular
• Singular Gaussian graphical models: Structure learning
• Multivariate regression with consecutively added dependent variables
• Regression models with unknown singular covariance matrix
• Testing for inequality constraints in singular models by trimming or winsorizing the variance matrix
• Shift permutation invariance in linear random factor models
• scientific article; zbMATH DE number 1394505 (Why is no real title available?)
• Overview of recent results in growth-curve-type multivariate linear models
• Two stochastic mean-field polycrystal plasticity methods
• Prediction error identification of linear dynamic networks with rank-reduced noise

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