A Canonical Form for the General Linear Model
LaMotte, Lynn Roy
Ann. Statist., Tome 5 (1977) no. 1, p. 787-789 / Harvested from Project Euclid
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The collection of variance-covariance matrices for any linear model may be represented, without altering relationships among linear unbiased estimators, as a compact convex subset of nonnegative definite matrices throughout the relative interior of which all matrices are positive definite.
Publié le : 1977-07-14
Classification:  General linear model,  singular covariance matrices,  62J99,  62F10 
@article{1176343901,
     author = {LaMotte, Lynn Roy},
     title = {A Canonical Form for the General Linear Model},
     journal = {Ann. Statist.},
     volume = {5},
     number = {1},
     year = {1977},
     pages = { 787-789},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176343901}
}

LaMotte, Lynn Roy. A Canonical Form for the General Linear Model. Ann. Statist., Tome 5 (1977) no. 1, pp.  787-789. http://gdmltest.u-ga.fr/item/1176343901/