The general linear model of the generalized singular value decomposition
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Publication:1072313
DOI10.1016/0024-3795(85)90059-XzbMath0587.62135MaRDI QIDQ1072313
Publication date: 1985
Published in: Linear Algebra and its Applications (Search for Journal in Brave)
optimalitybest linear unbiased estimatorcovariance structuregeneralized singular value decompositionestimation errorlinear estimatorgeneral Gauss-Markov linear modelgeneralized linear least squares problem
Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Point estimation (62F10) Eigenvalues, singular values, and eigenvectors (15A18)
Related Items (4)
Numerical treatment of restricted gauss-markov model1 ⋮ Rank Decisions in Matrix Quotient Decompositions ⋮ A decomposition of a linear model ⋮ A note on the hyperbolic singular value decomposition
Cites Work
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