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

摘要：

It is well-known that for the general linear (Guass-Markov) model y, X β,σ2∑, the WLSE (weighted least-squares estimator) of X β can be written in the following forms:WLSE(X β) = X(XVX)+ XV + XFVXUy,where PXV = 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 the conditionX=X1, X2.

关键词： General linear model WLSE V-orthogonal projector

作者: Guihai Yu Qing-Wen Wang Xiang Zhang

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

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: 210-212

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）