Optimization of functions of matrices with an application in statistics

DOI10.1016/0024-3795(94)00087-5zbMath0841.15012OpenAlexW2057196979MaRDI QIDQ1908201

Jean-Daniel Rolle

Publication date: 24 July 1996

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

Full work available at URL: https://doi.org/10.1016/0024-3795(94)00087-5

zbMATH Keywords

linear regression modelpositive eigenvaluesfunctions of matricesmatrix differential calculusglobal extrema

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Calculus of vector functions (26B12) Matrices over function rings in one or more variables (15A54)

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A model for perturbed production or measurement processes involving compound normal distributions, Minimum variance quadratic unbiased estimators as a tool to identify compound normal distributions

Cites Work

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• Best quadratic unbiased estimators of the variance-covariance matrix in normal regression
• Minimum variance quadratic unbiased estimation of variance components
• Best Nonnegative Invariant Partially Orthogonal Quadratic Estimation in Normal Regression