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Approximating covariance matrices estimated in multivariate models by estimated auto- and cross-covariances

✍ Scribed by K. R. Koch; H. Kuhlmann; W.-D. Schuh

Book ID: 105858694
Publisher: Springer-Verlag
Year: 2010
Tongue: English
Weight: 883 KB
Volume: 84
Category: Article
ISSN: 1432-1394
DOI: 10.1007/s00190-010-0375-5

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The main purpose of this paper is to treat an unsolved problem discussed by S.K. Mitra (1977) concerning the solution of matrix equations which occur in the MINQUE theory of estimatin covariance components model of C.R. Rao (1972 3 covariance components in a . Canonical representation of a singular