Publication date
October 1994
DOI Publisher
Published by Elsevier Inc. ISSN
0024-3795 Citation count (estimate)
10Abstract
AbstractThis note gives some new forms and shortened proofs for results on the linear model with singular dispersion matrix
AbstractThis note gives some new forms and shortened proofs for results on the linear model with singular dispersion matrix
13 pages, 1 article*Extending Some Results and Proofs for the Singular Linear Model* (Searle, S. R.)...
AbstractNew results in matrix algebra applied to the fundamental bordered matrix of linear estimatio...
AbstractGiven symmetric generalized inverses of Aχx′c, where χ is a vector with n components, we obt...
AbstractNew results in matrix algebra applied to the fundamental bordered matrix of linear estimatio...
AbstractIn the general Gauss-Markoff model (Y, Xβ, σ2V), when V is singular, there exist linear func...
In a recent paper, Scobey (1975) observed that the usual least squares theory can be applied even wh...
AbstractIn the linear model {y,Xβ,V} the inefficiency of the ordinary least squares estimator of Xβ ...
AbstractPuntanen et al. [J. Statist. Plann. Inference 88 (2000) 173] provided two matrix-based proof...
AbstractAnalysis of categorical variables by generalized linear models having singular covariance ma...
AbstractThis note gives some new forms and shortened proofs for results on the linear model with sin...
summary:Necessary and sufficient conditions are given under which the best linear unbiased estimator...
New results in matrix algebra applied to the fundamental bordered matrix of linear estimation theory...
summary:Necessary and sufficient conditions are given under which the best linear unbiased estimator...
AbstractThis note discusses an identity which is useful in the construction of reduced generalized l...
AbstractSome necessary and sufficient conditions are given for two equalities of ordinary least-squa...
13 pages, 1 article*Extending Some Results and Proofs for the Singular Linear Model* (Searle, S. R.)...
AbstractNew results in matrix algebra applied to the fundamental bordered matrix of linear estimatio...
AbstractGiven symmetric generalized inverses of Aχx′c, where χ is a vector with n components, we obt...
AbstractNew results in matrix algebra applied to the fundamental bordered matrix of linear estimatio...
AbstractIn the general Gauss-Markoff model (Y, Xβ, σ2V), when V is singular, there exist linear func...
In a recent paper, Scobey (1975) observed that the usual least squares theory can be applied even wh...
AbstractIn the linear model {y,Xβ,V} the inefficiency of the ordinary least squares estimator of Xβ ...
AbstractPuntanen et al. [J. Statist. Plann. Inference 88 (2000) 173] provided two matrix-based proof...
AbstractAnalysis of categorical variables by generalized linear models having singular covariance ma...
AbstractThis note gives some new forms and shortened proofs for results on the linear model with sin...
summary:Necessary and sufficient conditions are given under which the best linear unbiased estimator...
New results in matrix algebra applied to the fundamental bordered matrix of linear estimation theory...
summary:Necessary and sufficient conditions are given under which the best linear unbiased estimator...
AbstractThis note discusses an identity which is useful in the construction of reduced generalized l...
AbstractSome necessary and sufficient conditions are given for two equalities of ordinary least-squa...
13 pages, 1 article*Extending Some Results and Proofs for the Singular Linear Model* (Searle, S. R.)...
AbstractNew results in matrix algebra applied to the fundamental bordered matrix of linear estimatio...
AbstractGiven symmetric generalized inverses of Aχx′c, where χ is a vector with n components, we obt...
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