JORDAN ALGEBRAS AND BAYESIAN QUADRATIC ESTIMATION OF VARIANCE-COMPONENTS

被引：12

作者：

ZYMSLONY, R

DRYGAS, H

机构：

[1] Fachbereich 17 (Mathematik) Gesamthochschule Kassel Universität, D-3500 Kassel, P.O. Box 10 13 80

来源：

LINEAR ALGEBRA AND ITS APPLICATIONS | 1992年 / 168卷

关键词：

D O I：

10.1016/0024-3795(92)90297-N

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

The authors consider a linear model Ey = X-beta, Cov y is-an-element-of V, where V is a quadratic subspace (a Jordan-algebra). Using this property it is shown how multiplication, computation of g-inverses, determination of a neutral element can be done more efficiently in V. Finally this technique is applied to obtain formulae for locally optimal estimators and Bayesian estimators.

引用

页码：259 / 275

页数：17

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