| Title:
|
On the pseudoinverse of a sum of symmetric matrices with applications to estimation (English) |
| Author:
|
Kovanic, Pavel |
| Language:
|
English |
| Journal:
|
Kybernetika |
| ISSN:
|
0023-5954 |
| Volume:
|
15 |
| Issue:
|
5 |
| Year:
|
1979 |
| Pages:
|
(341)-348 |
| . |
| Category:
|
math |
| . |
| MSC:
|
15A09 |
| MSC:
|
65F20 |
| MSC:
|
94A05 |
| idZBL:
|
Zbl 0419.15004 |
| idMR:
|
MR554017 |
| . |
| Date available:
|
2009-09-24T17:09:20Z |
| Last updated:
|
2012-06-05 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/124942 |
| . |
| Reference:
|
[1] T. O. Lewis P. L. Odell: A generalization of the Gauss-Markov theorem.Amer. Stat. Ass. Journal (Dec. 1966), 1063-1066. MR 0203873 |
| Reference:
|
[2] P. Kovanic: Minimum penalty estimate.Kybernetika 8 (1972), 5, 367-383. Zbl 0246.62073, MR 0326947 |
| Reference:
|
[3] P. Kovanic: Generalized linear estimate of functions of random matrix arguments.Kybernetika 10 (1974), 4. 303-316. Zbl 0284.62038, MR 0373722 |
| Reference:
|
[4] G. Zysking: On canonical forms, non-negative covariance matiices and best and simple least squares linear estimators in linear models.Ann. Math. Stat. 38 (1966), 1092-1108. MR 0214237 |
| Reference:
|
[5] C. R. Hallum T. O. Lewis T. L. Boullion: Estimation in the general linear model with a positive semidefinite covariance matrix.Communications in statistics 1 (2), (1973) 157-166. MR 0317469 |
| Reference:
|
[6] R. M. Pringle A. A. Rayner: Generalized inverse matrices with applications to statistics.Griffin, London 1971. MR 0314860 |
| . |
