The invertibility of combinations of two orthogonal projectors aP + bQ - cPQ - dQP is researched by using the CSdecomposition of matrices and properties of orthogonal projectors. The Moore-enrose inverse of the combi...The invertibility of combinations of two orthogonal projectors aP + bQ - cPQ - dQP is researched by using the CSdecomposition of matrices and properties of orthogonal projectors. The Moore-enrose inverse of the combinations is presented under some special conditions.展开更多
Necessary and sufficient conditions for equalities between a 2 y′(I-P Xx)y and minimum norm quadratic unbiased estimator of variance under the general linear model, where a 2 is a known positive number, are...Necessary and sufficient conditions for equalities between a 2 y′(I-P Xx)y and minimum norm quadratic unbiased estimator of variance under the general linear model, where a 2 is a known positive number, are derived. Further, when the Gauss? Markov estimators and the ordinary least squares estimator are identical, a relative simply equivalent condition is obtained. At last, this condition is applied to an interesting example.展开更多
In this paper, necessary and sufficient conditions for equalities betweenα~2y^1(I-P_X)y and under the general linear model, whereand α~2 is a known positive number, are derived. Furthermore, when the Gauss-Markovest...In this paper, necessary and sufficient conditions for equalities betweenα~2y^1(I-P_X)y and under the general linear model, whereand α~2 is a known positive number, are derived. Furthermore, when the Gauss-Markovestimators and the ordinary least squares estimators are identical, we obtain a simpleequivalent condition.展开更多
基金Supported by the Hubei Normal University Research Grant (2008D54)
文摘The invertibility of combinations of two orthogonal projectors aP + bQ - cPQ - dQP is researched by using the CSdecomposition of matrices and properties of orthogonal projectors. The Moore-enrose inverse of the combinations is presented under some special conditions.
文摘Necessary and sufficient conditions for equalities between a 2 y′(I-P Xx)y and minimum norm quadratic unbiased estimator of variance under the general linear model, where a 2 is a known positive number, are derived. Further, when the Gauss? Markov estimators and the ordinary least squares estimator are identical, a relative simply equivalent condition is obtained. At last, this condition is applied to an interesting example.
基金Supported by China Mathematics Tian Yuan Youth Foundation (10226024) and China Postdoctoral Science Foundation.
文摘In this paper, necessary and sufficient conditions for equalities betweenα~2y^1(I-P_X)y and under the general linear model, whereand α~2 is a known positive number, are derived. Furthermore, when the Gauss-Markovestimators and the ordinary least squares estimators are identical, we obtain a simpleequivalent condition.