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 language | English |
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Title of host publication | International Conference of Numerical Analysis and Applied Mathematics, ICNAAM 2016 |
Publisher | AIP - American Institute of Physics |
Volume | 1863 |
ISBN (Electronic) | 978-0-7354-1538-6 |
DOIs | |
Publication status | Published - 21 Jul 2017 |
Event | International Conference of Numerical Analysis and Applied Mathematics 2016, ICNAAM 2016 - Rhodes, Greece Duration: 19 Sept 2016 → 25 Sept 2016 |
Conference
Conference | International Conference of Numerical Analysis and Applied Mathematics 2016, ICNAAM 2016 |
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Country/Territory | Greece |
City | Rhodes |
Period | 19/09/16 → 25/09/16 |
Keywords
- Orthogonal block structure
- variance-covariance matrices
- estimation