Fixed rank solutions of the matrix equation with statistical applications

DOI10.1080/00207160701690268zbMath1165.65310OpenAlexW2025894926MaRDI QIDQ3630041

Yong Hui Liu

Publication date: 2 June 2009

Published in: International Journal of Computer Mathematics (Search for Journal in Brave)

Full work available at URL: http://www.informaworld.com/smpp/./content~db=all~content=a794800025

zbMATH Keywords

algorithmnumerical examplesmatrix equationleast square estimatorcanonical correlation decompositionmultivariate reduced rank regression

Mathematics Subject Classification ID

Related Items (1)

Fundamental Equations of BLUE and BLUP in the Multivariate Linear Model with Applications

Cites Work

• On the matrix equation \(AX=B\) with applications to the generators of a controllability matrix
• On solutions of matrix equation \(AXB+CYD=F\)
• Perturbation analysis of the canonical correlations of matrix pairs
• The maximal and minimal ranks of some expressions of generalized inverses of matrices
• Upper and lower bounds for ranks of matrix expressions using generalized inverses
• Ranks of Solutions of the Matrix Equation AXB = C
• Preconditioned conjugate gradient method and generalized successive over relaxation method for the weighted least squares problems
• Preconditioned Conjugate Gradient Method and Generalized Successive Overrelaxation Method for the Least Squares Problems
• Estimating Linear Restrictions on Regression Coefficients for Multivariate Normal Distributions

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