The role of the covariance matrix in the least-squares estimation for a common mean

DOI10.1016/S0024-3795(96)00411-9zbMath0889.62045MaRDI QIDQ1369301

Y. L. Tong

Publication date: 18 June 1998

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

zbMATH Keywords

least-squares estimator\(M\)-matricescovariance structureexchangeable random variables

Mathematics Subject Classification ID

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

Related Items (3)

Comparison of MINQUE and simple estimate of the error variance in the general linear models ⋮ Inequalities associated with intra-inter-class correlation matrices. ⋮ Hypotheses testing for means of dependent and heterogeneous normal random variables

Cites Work

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• Topological proofs for certain theorems on matrices with non-negative elements
• Orderings of linear models
• M-matrices as covariance matrices of multinormal distributions
• The multivariate normal distribution
• Comparison of experiments via dependence of normal variables with a common marginal distribution
• Inequalities for a class of positively dependent random variables with a common marginal
• Some Applications of Inequalities for Extreme Order Statistics to a Genetic Selection Problem
• Order Statistics of Correlated Variables and Implications in Genetic Selection Programmes
• Order Statistics for a Special Class of Unequally Correlated Multinormal Variates
• On the Covariance Between Parameter Estimates in Models of Twin Data
• Statistical Testing of Genetic Linkage Under Heterogeneity
• Inequalities: theory of majorization and its applications

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