Quadratic properties of least-squares solutions of linear matrix equations with statistical applications
From MaRDI portal
Publication:1695437
DOI10.1007/s00180-016-0693-zzbMath1417.15018OpenAlexW2531099963MaRDI QIDQ1695437
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
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
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- On connections among OLSEs and BLUEs of whole and partial parameters under a general linear model
- On decompositions of BLUEs under a partitioned linear model with restrictions
- Some optimization problems on ranks and inertias of matrix-valued functions subject to linear matrix equation restrictions
- On relations between BLUEs under two transformed linear models
- Formulas for calculating the extremum ranks and inertias of a four-term quadratic matrix-valued function and their applications
- A survey on rank and inertia optimization problems of the matrix-valued function \(A+BXB^\ast\)
- Max-min problems on the ranks and inertias of the matrix expressions \(A - BXC \pm (BXC)^{\ast}\) with applications
- Maximization and minimization of the rank and inertia of the Hermitian matrix expression \(A-BX-(BX)^{*}\) with applications
- Solving optimization problems on ranks and inertias of some constrained nonlinear matrix functions via an algebraic linearization method
- Definiteness and semidefiniteness of quadratic forms revisited
- A new derivation of BLUPs under random-effects model
- Equalities for estimators of partial parameters under linear model with restrictions
- Several consequences of an inertia theorem
- Equalities and inequalities for inertias of Hermitian matrices with applications
- The inertia of certain Hermitian block matrices
- The possible inertias for a Hermitian matrix and its principal submatrices
- Solutions to 18 constrained optimization problems on the rank and inertia of the linear matrix function
- Determination of the inertia of a partitioned Hermitian matrix
- On the interia of some classes of partitioned matrices
- Inertia possibilities for completions of partial hermitian matrices*
- A matrix handling of predictions of new observations under a general random-effects model
- More on extremal ranks of the matrix expressions A − BX ± X * B * with statistical applications
- The inertia of hermitian matrices with a prescribed 2×2 block decomposition
- Inertias of Block Band Matrix Completions
