Quadratic properties of least-squares solutions of linear matrix equations with statistical applications

DOI10.1007/s00180-016-0693-zzbMath1417.15018OpenAlexW2531099963MaRDI QIDQ1695437

Yongge Tian, Bo Jiang

Publication date: 7 February 2018

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00180-016-0693-z

zbMATH Keywords

linear modelrankinertiaLöwner partial orderingquadratic matrix-valued function

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Matrix equations and identities (15A24) Hermitian, skew-Hermitian, and related matrices (15B57)

Related Items

A matrix approach to a general partitioned linear model with partial parameter restrictions ⋮ Some remarks on fundamental formulas and facts in the statistical analysis of a constrained general linear model ⋮ On best linear unbiased estimation and prediction under a constrained linear random-effects model ⋮ Statistical analysis of a linear regression model with restrictions and superfluous variables ⋮ Rank/inertia approaches to weighted least-squares solutions of linear matrix equations ⋮ Matrix rank and inertia formulas in the analysis of general linear models

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