On the pseudoinverse of a sum of symmetric matrices with applications to estimation

Pavel Kovanic

Kybernetika (1979)

  • Volume: 15, Issue: 5, page (341)-348
  • ISSN: 0023-5954

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Kovanic, Pavel. "On the pseudoinverse of a sum of symmetric matrices with applications to estimation." Kybernetika 15.5 (1979): (341)-348. <http://eudml.org/doc/28097>.

@article{Kovanic1979,
author = {Kovanic, Pavel},
journal = {Kybernetika},
keywords = {pseudoinverse of sum of symmetric matrices; statistical application; minimum-penalty estimators},
language = {eng},
number = {5},
pages = {(341)-348},
publisher = {Institute of Information Theory and Automation AS CR},
title = {On the pseudoinverse of a sum of symmetric matrices with applications to estimation},
url = {http://eudml.org/doc/28097},
volume = {15},
year = {1979},
}

TY - JOUR
AU - Kovanic, Pavel
TI - On the pseudoinverse of a sum of symmetric matrices with applications to estimation
JO - Kybernetika
PY - 1979
PB - Institute of Information Theory and Automation AS CR
VL - 15
IS - 5
SP - (341)
EP - 348
LA - eng
KW - pseudoinverse of sum of symmetric matrices; statistical application; minimum-penalty estimators
UR - http://eudml.org/doc/28097
ER -

References

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  1. T. O. Lewis P. L. Odell, A generalization of the Gauss-Markov theorem, Amer. Stat. Ass. Journal (Dec. 1966), 1063-1066. (1966) MR0203873
  2. P. Kovanic, Minimum penalty estimate, Kybernetika 8 (1972), 5, 367-383. (1972) Zbl0246.62073MR0326947
  3. P. Kovanic, Generalized linear estimate of functions of random matrix arguments, Kybernetika 10 (1974), 4. 303-316. (1974) Zbl0284.62038MR0373722
  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. (1966) MR0214237
  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. (1973) MR0317469
  6. R. M. Pringle A. A. Rayner, Generalized inverse matrices with applications to statistics, Griffin, London 1971. (1971) MR0314860

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