A decomposition of a linear model

DOI10.1016/j.laa.2008.09.037zbMath1154.62362OpenAlexW2016464783MaRDI QIDQ999785

Ibarrola Pilar, Ana Pérez-Palomares

Publication date: 10 February 2009

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

Full work available at URL: https://doi.org/10.1016/j.laa.2008.09.037

zbMATH Keywords

decompositionlinear modelGaussian distributionsufficiency

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05) Non-Markovian processes: estimation (62M09)

Cites Work

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• A characterization of a Gaussian process in terms of sufficient estimators
• The general linear model of the generalized singular value decomposition
• A characterization of the normal distribution by sufficiency of the least squares estimation
• An introduction to stochastic processes and their applications
• The structure of a linear model: sufficiency, ancillarity, invariance, equivariance, and the normal distribution
• Linear completeness in a continuous time Gauss-Markov model
• On restricted linear estimation for regression in stochastic processes

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