Some Algebra Propeties of V-orthogonal Projectors under a General Linear Model (Ⅱ)

摘要：

It is well-known that for the general linear (Guass-Markov) model y, Xβ, σ∑, the WLSE (weighted least-squares estimator) of Xβ can be written in the following forms: WLSE(Xβ) = X(XVX)+ XV + XFvxUy,where Px:v = X(XVX)+XV is called V-orthogonal projector onto C(X) under the condition that r(VX) = r(X). In this paper we investigate some properties of V-othogonal projectors under condition X=X1 X2 and V=V1 0 0 V2.

关键词： General linear model WLSE V-orthogonal projector

作者: Hui Qua Qing-Wen Wang Guihai Yu

作者单位: Department of Mathematics, Shandong Institute of Business and Technology, Yan Tai 264005 China Department of Mathematics, Shanghai University, Shanghai 200444 China Department of Mathematics, Shandong Institute of Business and Technology, Yan Tai 264005 China Depar

会议类型: 国际会议

会议名称: The Third International Workshop on Applied Matriz Theory(第三届国际矩阵分析与应用会议)

会议地点: 杭州

会议语种:英文

页码: 213-215

在线出版日期: 2009-07-09（万方平台首次上网日期，不代表论文的发表时间）