Models with orthogonal block structure, with diagonal blockwise variance-covariance matrices

Francisco Carvalho, João T. Mexia, Ricardo Covas

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Abstract

We intend to show that in the family of models with orthogonal block structure, OBS, we may single out those with blockwise diagonal variance-covariance matrices, DOBS. Namely we show that for every model with observation vector y with OBS, there is a model y°=Py, with P orthogonal which is DOBS and that the estimation of relevant parameters may be carried out for y°.

Original languageEnglish
Title of host publicationInternational Conference of Numerical Analysis and Applied Mathematics, ICNAAM 2016
PublisherAmerican Institute of Physics Inc.
Volume1863
ISBN (Electronic)978-0-7354-1538-6
DOIs
Publication statusPublished - 21 Jul 2017
EventInternational Conference of Numerical Analysis and Applied Mathematics 2016, ICNAAM 2016 - Rhodes, Greece
Duration: 19 Sep 201625 Sep 2016

Conference

ConferenceInternational Conference of Numerical Analysis and Applied Mathematics 2016, ICNAAM 2016
CountryGreece
CityRhodes
Period19/09/1625/09/16

Keywords

  • Orthogonal block structure
  • variance-covariance matrices
  • estimation

Cite this

Carvalho, F., Mexia, J. T., & Covas, R. (2017). Models with orthogonal block structure, with diagonal blockwise variance-covariance matrices. In International Conference of Numerical Analysis and Applied Mathematics, ICNAAM 2016 (Vol. 1863). [560090] American Institute of Physics Inc.. https://doi.org/10.1063/1.4992773
Carvalho, Francisco ; Mexia, João T. ; Covas, Ricardo. / Models with orthogonal block structure, with diagonal blockwise variance-covariance matrices. International Conference of Numerical Analysis and Applied Mathematics, ICNAAM 2016. Vol. 1863 American Institute of Physics Inc., 2017.
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Carvalho, F, Mexia, JT & Covas, R 2017, Models with orthogonal block structure, with diagonal blockwise variance-covariance matrices. in International Conference of Numerical Analysis and Applied Mathematics, ICNAAM 2016. vol. 1863, 560090, American Institute of Physics Inc., International Conference of Numerical Analysis and Applied Mathematics 2016, ICNAAM 2016, Rhodes, Greece, 19/09/16. https://doi.org/10.1063/1.4992773

Models with orthogonal block structure, with diagonal blockwise variance-covariance matrices. / Carvalho, Francisco; Mexia, João T.; Covas, Ricardo.

International Conference of Numerical Analysis and Applied Mathematics, ICNAAM 2016. Vol. 1863 American Institute of Physics Inc., 2017. 560090.

Research output: Chapter in Book/Report/Conference proceedingConference contribution

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Carvalho F, Mexia JT, Covas R. Models with orthogonal block structure, with diagonal blockwise variance-covariance matrices. In International Conference of Numerical Analysis and Applied Mathematics, ICNAAM 2016. Vol. 1863. American Institute of Physics Inc. 2017. 560090 https://doi.org/10.1063/1.4992773