On two-stage estimate based on independent estimate of covariance matrix

DOI10.1007/s10114-005-0650-1zbMath1098.62075OpenAlexW2020559034MaRDI QIDQ2431917

Su-Ju Yin, Song-Gui Wang

Publication date: 24 October 2006

Published in: Acta Mathematica Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10114-005-0650-1

zbMATH Keywords

canonical correlation coefficientscovariance adjusted estimate

Mathematics Subject Classification ID

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

Cites Work

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• An approach to upper bound problems for risks of generalized least squares estimators
• A study of the equivalence of the BLUEs between a partitioned singular linear model and its reduced singular linear models
• A note on a Manova model applied to problems in growth curve
• ON THE LIMITING DISTRIBUTION OF THE CANONICAL CORRELATIONS

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