Two local operators and the BLUE

被引：1

作者：

Kala, Radoslaw ^{[1
]}

Pordzik, Pawel ^{[1
]}

机构：

[1] Agr Univ Poznan, Dept Math & Stat Methods, PL-60637 Poznan, Poland

来源：

LINEAR ALGEBRA AND ITS APPLICATIONS | 2006年 / 417卷 / 01期

关键词：

local identity; local idempotent; oblique projector; symmetrizer; general Gauss-Markov model;

D O I：

10.1016/j.laa.2005.10.021

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

For a given matrix A, a matrix P such that PA = A is said to be a local identity, and such that P(2)A = PA is said to be a local idempotent. In the paper, some simple properties of such operators are presented. Their relation to the best linear unbiased estimation in the general Gauss-Markov model is also demonstrated. (c) 2005 Elsevier Inc. All rights reserved.

引用

页码：134 / 139

页数：6

共 11 条

[1]

ALBERT A, 1978, SIAM J APPL MATH, V35, P515

[2] SYMMETRIZERS OF MATRICES [J].

BAKSALARY, JK ;

KALA, R .

LINEAR ALGEBRA AND ITS APPLICATIONS, 1981, 35 (FEB) :51-62

[3] THE MATRIX INEQUALITY M GREATER-THAN-OR-EQUAL-TO B STAR MB [J].

BAKSALARY, JK ;

KALA, R ;

KLACZYNSKI, K .

LINEAR ALGEBRA AND ITS APPLICATIONS, 1983, 54 (OCT) :77-86

[4]

BAKSALARY JK, 1978, SIAM J APPL MATH, V19, P682

[5] EXTENSION OF GENERALIZED INVERSE OF A MATRIX [J].

CLINE, RE ;

GREVILLE, TN .

SIAM JOURNAL ON APPLIED MATHEMATICS, 1970, 19 (04) :682-&

[6] Two matrix-based proofs that the linear estimator Gy is the best linear unbiased estimator [J].

Puntanen, S ;

Styan, GP ;

Werner, HJ .

JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 2000, 88 (02) :173-179

[7]

Rao C.R., 1998, MATRIX ALGEBRA ITS A, DOI 10.1142/3599

[8]

Rao C. R., 1973, Linear statistical inference and its applications, V2

[9]

RAO CR, 1971, SANKHYA SER A, V33, P289

[10]

RAO CR, 1974, J ROY STAT SOC B MET, V36, P442

← 1 2 →