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Least squares and generalized least squares in models with orthogonal block structure

TítuloLeast squares and generalized least squares in models with orthogonal block structure
Publication TypeUnpublished
Year of Publication2006
AuthorsFonseca M, Mexia JT, Zmyslony R
Series TitlePreprint
AbstractBesides the basic model, Kronecker products of rotated models are used to isolate the variance components as parameters of a linear model. A characterization of BLUE given by Zmyslony is applied to the different models. Generalized least squares are used to complete the estimation.
URLhttp://www.dm.fct.unl.pt/sites/www.dm.fct.unl.pt/files/preprints/2006/19_06.pdf