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On best affine unbiased covariance-preserving prediction of factor scores.

Heinz Neudecker (2004)

SORT

This paper gives a generalization of results presented by ten Berge, Krijnen,Wansbeek & Shapiro. They examined procedures and results as proposed by Anderson & Rubin, McDonald, Green and Krijnen, Wansbeek & ten Berge.We shall consider the same matter, under weaker rank assumptions. We allow some moments, namely the variance Ω of the observable scores vector and that of the unique factors, Ψ, to be singular. We require T' Ψ T > 0, where T Λ T' is a Schur decomposition of Ω. As...

On eliminating transformations for nuisance parameters in multivariate linear model

Pavla Kunderová (2004)

Acta Universitatis Palackianae Olomucensis. Facultas Rerum Naturalium. Mathematica

The multivariate linear model, in which the matrix of the first order parameters is divided into two matrices: to the matrix of the useful parameters and to the matrix of the nuisance parameters, is considered. We examine eliminating transformations which eliminate the nuisance parameters without loss of information on the useful parameters and on the variance components.

On some algebraic identities and the exterior product of double forms

Mohammed Larbi Labbi (2013)

Archivum Mathematicum

We use the exterior product of double forms to free from coordinates celebrated classical results of linear algebra about matrices and bilinear forms namely Cayley-Hamilton theorem, Laplace expansion of the determinant, Newton identities and Jacobi’s formula for the determinant. This coordinate free formalism is then used to easily generalize the previous results to higher multilinear forms namely to double forms. In particular, we show that the Cayley-Hamilton theorem once applied to the second...

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