On Weighted Sum Decompositions of Weighted Least-squares Estimators

摘要：

For the partitioned linear model M=y, Xβ, σ2 ∑=y, X1β2 + X2β2, σ2 ∑, in this paper, a necessary and sufficient condition of the following weighted sum decomposition WLSEM (Xβ) = αWLSEM1(X1β1) + δWLSEM2 (X2β2),is derived, where α+δ=1, α>0,δ> 0.

关键词： partitioned linear model WLSE sum decomposition of estimator Moore-Penrose inverse Matriz rank

作者: Xiaobin Li Yonghui Liu

作者单位: Department of Applied Mathematics, Shanghai Finance University, Shanghai, 201209, P.R.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: 116-118

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）