The general linear model of the generalized singular value decomposition

DOI10.1016/0024-3795(85)90059-XMaRDI QIDQ1072313zbMATH OpenFDO

Authors Christopher C. Paige

Publication date 1985

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

zbMATH Keywords

optimalitylinear estimatorbest linear unbiased estimatorcovariance structureestimation errorgeneralized singular value decompositiongeneral Gauss-Markov linear modelgeneralized linear least squares problem

Mathematics Subject Classification ID

Point estimation (62F10) Linear regression; mixed models (62J05) Estimation in multivariate analysis (62H12) Eigenvalues, singular values, and eigenvectors (15A18)

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Cites work

• scientific article; zbMATH DE number 3136275 (Why is no real title available?)
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• scientific article; zbMATH DE number 3892457 (Why is no real title available?)
• A Constrained Least Squares Approach to the General Gauss-Markov Linear Model
• Computing the CS and the generalized singular value decompositions
• Computing the CS decomposition of a partitioned orthonormal matrix
• Computing the Generalized Singular Value Decomposition
• Estimability and testability in restricted linear models¹
• Extensions and Applications of the Householder Algorithm for Solving Linear Least Squares Problems
• Fast Numerically Stable Computations for Generalized Linear Least Squares Problems
• Generalizing the Singular Value Decomposition
• Linear Statistical Inference and its Applications
• Numerical computations for univariate linear models
• On Best Linear Estimation and General Gauss-Markov Theorem in Linear Models with Arbitrary Nonnegative Covariance Structure
• On the Perturbation of Pseudo-Inverses, Projections and Linear Least Squares Problems
• Optimality Properties of Theil's BLUS Residuals
• The Rotation of Eigenvectors by a Perturbation. III
• Towards a Generalized Singular Value Decomposition

Cited in

(9)

• A note on the hyperbolic singular value decomposition
• Rank decisions in matrix quotient decompositions
• A decomposition of a linear model
• scientific article; zbMATH DE number 3986458 (Why is no real title available?)
• Numerical treatment of restricted gauss-markov model¹
• scientific article; zbMATH DE number 1923163 (Why is no real title available?)
• A generalization of the structured singular value and its application to model validation
• Double-variable trace maximization for extreme generalized singular quartets of a matrix pair: a geometric method
• The generalized singular value decomposition and the general (A-\(\lambda\) B)-problem

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