A fundamental partition in models with commutative orthogonal block structure

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Abstract

Models with commutative orthogonal block structure, COBS, constitute an interesting class of models with orthogonal block structure, OBS, in which the orthogonal projection matrix on the space ω spanned by the mean vectors commute with the known pairwise orthogonal projection matrices Q 1,..., Qm that figure in the expression of the variance-covariance matrix V = ∑j=1m γjQj of the model. We discuss the importance of the orthogonal partition Y = YΩ+YΩ⊥ where Y, Yω and Yω⊥ are the observation vectors and its orthogonal projection on ω and ω, the orthogonal complement on parameters estimation.

Original languageEnglish
Title of host publicationNumerical Analysis and Applied Mathematics, ICNAAM 2011
Subtitle of host publicationinternational Conference on Numerical Analysis and Applied Mathematics
EditorsTheodore E. Simos, George Psihoyios, Ch. Tsitouras, Zacharias Anastassi
Place of PublicationMelville
PublisherAmerican Institute of Physics
Pages1615-1618
Number of pages4
ISBN (Print)9780735409569
DOIs
Publication statusPublished - 2011
EventICNAAM 2011: International Conference on Numerical Analysis and Applied Mathematics - Halkidiki, Greece
Duration: 19 Sep 201125 Sep 2011

Publication series

NameAIP Conference Proceedings
Volume1389
ISSN (Print)0094-243X
ISSN (Electronic)1551-7616

Conference

ConferenceICNAAM 2011
Abbreviated titleICNAAM 2011
CountryGreece
CityHalkidiki
Period19/09/1125/09/11

Keywords

  • COBS
  • Linear Models
  • Statistical Inference

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