Pages that link to "Item:Q5557580"
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The following pages link to On Canonical Forms, Non-Negative Covariance Matrices and Best and Simple Least Squares Linear Estimators in Linear Models (Q5557580):
Displaying 50 items.
- Estimating sufficient reductions of the predictors in abundant high-dimensional regressions (Q116954) (← links)
- Mean driven balance and uniformly best linear unbiased estimators (Q259657) (← links)
- On nested block designs geometry (Q451330) (← links)
- Equality of BLUES or BLUPS under two linear models using stochastic restrictions (Q451424) (← links)
- Some notes on linear sufficiency (Q513677) (← links)
- Estimating large-scale general linear and seemingly unrelated regressions models after deleting observations (Q518238) (← links)
- The reconstruction of index data in aggregative econometric models (Q599472) (← links)
- On equalities of estimations of parametric functions under a general linear model and its restricted models (Q601764) (← links)
- Quadratic estimators of covariance components in a multivariate mixed linear model (Q635895) (← links)
- Maximum likelihood and restricted maximum likelihood estimation for a class of Gaussian Markov random fields (Q641761) (← links)
- On the equality of the BLUPs under two linear mixed models (Q649103) (← links)
- On the equivalence of the weighted least squares and the generalised least squares estimators, with applications to kernel smoothing (Q652595) (← links)
- On D-optimal designs for linear models under correlated observations with an application to a linear model with multiple response (Q689423) (← links)
- Conditions for the numerical equality of the OLS, GLS and Amemiya-Cragg estimators (Q694960) (← links)
- Equalities between OLSE, BLUE and BLUP in the linear model (Q744777) (← links)
- Efficiency of the OLSE for regressions on two-dimensional grids with sinusoidal regressors and spatially correlated errors (Q745288) (← links)
- Testing and estimation of equal variances for correlated variables (Q749113) (← links)
- Optimality of BLUE's in a general linear model with incorrect design matrix (Q760133) (← links)
- Covariance structure associated with an equality between two general ridge estimators (Q779685) (← links)
- Optimal allocation of units in experimental designs with hierarchical and cross classification (Q802255) (← links)
- Asymptotic efficiency of the ordinary least-squares estimator for SUR models with integrated regressors (Q870325) (← links)
- Further remarks on the connection between fixed linear model and mixed linear model (Q894878) (← links)
- Characterizations of the best linear unbiased estimator in the general Gauss-Markov model with the use of matrix partial orderings (Q910132) (← links)
- Admissible linear estimators in mixed linear models (Q921780) (← links)
- Characterizations and dispersion-matrix robustness of efficiently estimable parametric functionals in linear models with nuisance parameters (Q921781) (← links)
- Characterization of invariant spaces under a symmetric real matrix and its permutations (Q923655) (← links)
- The BLUE's covariance matrix revisited: A review (Q928907) (← links)
- Representations and expansions of weighted pseudoinverse matrices, iterative methods, and problem regularization. I. positive definite weights (Q946708) (← links)
- Perfect linear models and perfect parametric functions (Q958767) (← links)
- New formulations for recursive residuals as a diagnostic tool in the fixed-effects linear model with design matrices of arbitrary rank (Q961407) (← links)
- A note on the equality of the OLSE and the BLUE of the parametric function in the general Gauss-Markov model (Q1019437) (← links)
- The applicability of ordinary least squares to consistently short distances between taxa in phylogenetic tree construction and the normal distribution test consequences (Q1026639) (← links)
- Effect of adding regressors on the equality of the BLUEs under two linear models (Q1036709) (← links)
- The matrix inequality \(M \leq B^*MB\) (Q1052427) (← links)
- Projection filter, Wiener filter, and Karhunen-Loève subspaces in digital image restoration (Q1073770) (← links)
- The inefficiency of least squares: Extensions of the Kantorovich inequality (Q1077116) (← links)
- On the robustness of least squares procedures in regression models (Q1144877) (← links)
- Simple least squares estimation versus best linear unbiased prediction (Q1159932) (← links)
- Quadratic unbiased estimation without invariance and its application in the unbalanced one-way random model (Q1174650) (← links)
- Bounds for the trace of the difference of the covariance matrices of the OLSE and BLUE (Q1200572) (← links)
- Constrained Kantorovich inequalities and relative efficiency of least squares (Q1201134) (← links)
- On exact \(D\)-optimal designs for regression models with correlated observations (Q1206650) (← links)
- Best quadratic unbiased estimators of the variance-covariance matrix in normal regression (Q1224396) (← links)
- An extension of a rank criterion for the least squares estimator to be the best linear unbiased estimator (Q1248868) (← links)
- Optimality of least squares in the seemingly unrelated regression equation model (Q1251043) (← links)
- A generalization of Rao's covariance structure with applications to several linear models (Q1275417) (← links)
- Sufficent conditions for orthogonal designs in mixed linear models (Q1299101) (← links)
- On estimation of variance components with constraints (Q1299475) (← links)
- Optimal designs for models with block-block resp. treatment-treatment correlations (Q1312215) (← links)
- Extending some results and proofs for the singular linear model (Q1338496) (← links)
