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Some properties of projectors associated with the WLSE under a general linear model

Tian, Yongge; Takane, Yoshio - In: Journal of Multivariate Analysis 99 (2008) 6, pp. 1070-1082

Projectors associated with a particular estimator in a general linear model play an important role in characterizing statistical properties of the estimator. A variety of new properties were derived on projectors associated with the weighted least-squares estimator (WLSE). These properties...

Persistent link: https://www.econbiz.de/10005221367

Some equalities for estimations of partial coefficients under a general linear regression model

Tian, Yongge; Zhang, Jieping - In: Statistical Papers 52 (2011) 4, pp. 911-920

Persistent link: https://www.econbiz.de/10009401665

On V-orthogonal projectors associated with a semi-norm

Tian, Yongge; Takane, Yoshio - In: Annals of the Institute of Statistical Mathematics : AISM 61 (2009) 2, pp. 517

Persistent link: https://www.econbiz.de/10008248115

On constrained generalized inverses of matrices and their properties

Takane, Yoshio; Tian, Yongge; Yanai, Haruo - In: Annals of the Institute of Statistical Mathematics : AISM 59 (2007) 4, pp. 807

Persistent link: https://www.econbiz.de/10007879113

On relations between weighted least-squares estimators of parametric functions under a general partitioned linear model and its small models

Lu, Changli; Sun, Yuqin; Tian, Yongge - In: Metrika : international journal for theoretical and … 76 (2013) 5, pp. 707-722

Persistent link: https://www.econbiz.de/10010136372

THREE RANK FORMULAS ASSOCIATED WITH THE COVARIANCE MATRICES OF THE BLUE AND THE OLSE IN THE GENERAL LINEAR MODEL

Puntanen, Simo; Styan, George P.H.; Tian, Yongge - In: Econometric theory 21 (2005) 3, pp. 659-664

Persistent link: https://www.econbiz.de/10006959946

EFFICIENCY OF OPTIMAL DESIGNS FOR A LINEAR HAAR-WAVELET REGRESSION

Tian, Yongge - In: American journal of mathematical and management sciences 30 (2010) 1, pp. 5-19

Persistent link: https://www.econbiz.de/10009138286

Some overall properties of seemingly unrelated regression models

Sun, Yuqin; Ke, Rong; Tian, Yongge - In: AStA Advances in Statistical Analysis 98 (2014) 2, pp. 103-120

Seemingly unrelated regression models are extensions of linear regression models which allow correlated errors between equations. Estimations and inferences of singular seemingly unrelated regression models involve some complicated operations of the given matrices in the models and their...

Persistent link: https://www.econbiz.de/10010759618

On the natural restrictions in the singular Gauss–Markov model

Tian, Yongge; Beisiegel, M.; Dagenais, E.; Haines, C. - In: Statistical Papers 49 (2008) 3, pp. 553-564

Persistent link: https://www.econbiz.de/10008533920

Weighted least-squares estimators of parametric functions of the regression coefficients under a general linear model

Tian, Yongge - In: Annals of the Institute of Statistical Mathematics 62 (2010) 5, pp. 929-941

Persistent link: https://www.econbiz.de/10008533950