Some equalities and inequalities for covariance matrices of estimators under linear model

DOI10.1007/s00362-015-0707-xzbMath1365.62207OpenAlexW1187700908MaRDI QIDQ2359168

Yongge Tian

Publication date: 27 June 2017

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-015-0707-x

zbMATH Keywords

covariance matrixrankinertiaLöwner partial orderinggeneral linear modelblue

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Analysis of variance and covariance (ANOVA) (62J10)

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