Generalized dispersion matrices for covariance structural analysis
type: Item
instance of: scholarly article
title: Generalized dispersion matrices for covariance structural analysis
zbMATH Open document ID: 0694.15012
DOI: 10.1016/0024-3795(90)90361-F
author: Harold V. Henderson
author: Shayle R. Searle
published in: Linear Algebra and its Applications
publication date: 1990-01-01T00:00:00Z
review text: In several situations of covariance structural analysis e.g., variance components estimation or experimental design the population dispersion matrix V is assumed to have the following pattern \(V=\sum^{c}_{i=1}\theta_ iK_ i,\) where V is a linear combination of c matrices \(K_ 1,K_ 2,...,K_ c\) that are independent. Under the assumption that the \(K_ i\)-matrices are simultaneously diagonalizable, methods are developed for deriving eigenvalues of V and also \(V^{-1}\) under some additional assumptions. Illustrative applications in covariance structural analysis are also discussed.
Mathematics Subject Classification ID: 15B57
Mathematics Subject Classification ID: 62J10
zbMATH DE Number: 4136131
zbMATH Keywords: linear sum of dispersion matrices
zbMATH Keywords: covariance structural analysis
zbMATH Keywords: variance components estimation
zbMATH Keywords: experimental design
zbMATH Keywords: population dispersion matrix
zbMATH Keywords: eigenvalues
Wikidata QID: Q55981500
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 4136131