Models with Orthogonal Block Structure, with Diagonal Blockwise Variance-Covariance Matrices

被引：0

作者：

Carvalho, Francisco ^{[1
,2
]}

Mexia, Joao T. ^{[1
]}

Covas, Ricardo ^{[1
,2
]}

机构：

[1] Univ Nova Lisboa, CMA, P-2829516 Caparica, Portugal

[2] Inst Politecn Tomar, Unidade Dept Matemat & Fis, P-2300313 Tomar, Portugal

来源：

PROCEEDINGS OF THE INTERNATIONAL CONFERENCE ON NUMERICAL ANALYSIS AND APPLIED MATHEMATICS 2016 (ICNAAM-2016) | 2017年 / 1863卷

关键词：

Orthogonal block structure; variance-covariance matrices; estimation; RANDOMIZED EXPERIMENTS; SUFFICIENCY;

D O I：

10.1063/1.4992773

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

We intend to show that in the family of models with orthogonal block structure, OBS, we may single out those with blockwise diagonal variance-covariance matrices, DOBS. Namely we show that for every model with observation vector y with OBS, there is a model (y) over circle = Py, with P orthogonal which is DOBS and that the estimation of relevant parameters may be carried out for (y) over circle.

引用

页数：4

共 6 条

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