On additive and block decompositions of WLSEs under a multiple partitioned regression model
From MaRDI portal
Publication:5402475
DOI10.1080/02331880903189109zbMath1283.62146OpenAlexW2017990365MaRDI QIDQ5402475
Publication date: 14 March 2014
Published in: Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331880903189109
additive decompositionbest linear unbiased estimatorprojectorblock decompositionmean vectormatrix rank methodmultiple partitioned linear modelweighted least-squares estimatorsmall models\(V\)-orthogonality
Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Theory of matrix inversion and generalized inverses (15A09)
Related Items
On relations between weighted least-squares estimators of parametric functions under a general partitioned linear model and its small models ⋮ On decompositions of estimators under a general linear model with partial parameter restrictions ⋮ The additive and block decompositions about the WLSEs of parametric functions for a multiple partitioned linear regression model ⋮ ON EQUALITIES OF BLUES FOR A MULTIPLE RESTRICTED PARTITIONED LINEAR MODEL ⋮ On an additive decomposition of the BLUE in a multiple-partitioned linear model
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- On \(\mathbf V\)-orthogonal projectors associated with a semi-norm
- Estimation and optimal designs for linear Haar-wavelet models
- Some properties of projectors associated with the WLSE under a general linear model
- On the natural restrictions in the singular Gauss-Markov model
- A-minimax and D-minimax robust optimal designs for approximately linear Haar-wavelet models
- On an additive decomposition of the BLUE in a multiple-partitioned linear model
- On consistency, natural restrictions and estimability under classical and extended growth curve models
- On the equivalence of estimations under a general linear model and its transformed models
- Projections under seminorms and generalized Moore Penrose inverses
- Representations of best linear unbiased estimators in the Gauss-Markoff model with a singular dispersion matrix
- The maximal and minimal ranks of some expressions of generalized inverses of matrices
- On equality and proportionality of ordinary least squares, weighted least squares and best linear unbiased estimators in the general linear model
- Cochran's statistical theorem revisited
- How to establish universal block-matrix factorizations
- PARTIALLY SUPERFLUOUS OBSERVATIONS
- More on extremal ranks of the matrix expressions A − BX ± X * B * with statistical applications
- Seasonal Adjustment of Economic Time Series and Multiple Regression Analysis
- Sufficient Linear Structures: Econometric Applications
- The Restricted Singular Value Decomposition: Properties and Applications
- The frisch-waugh theorem and generalized least squares
- On Sum Decompositions of Weighted Least-Squares Estimators for the Partitioned Linear Model
- Cochran's statistical theorem for outer inverses of matrices and matrix quadratic forms
- THREE RANK FORMULAS ASSOCIATED WITH THE COVARIANCE MATRICES OF THE BLUE AND THE OLSE IN THE GENERAL LINEAR MODEL
This page was built for publication: On additive and block decompositions of WLSEs under a multiple partitioned regression model