Improved Multivariate Prediction in a General Linear Model with an Unknown Error Covariance Matrix

Anoop Chaturvedi; Alan T.K. Wan; Shri P. Singh

doi:10.1006/jmva.2001.2042

Improved Multivariate Prediction in a General Linear Model with an Unknown Error Covariance Matrix

Journal of Multivariate Analysis ◽

10.1006/jmva.2001.2042 ◽

2002 ◽

Vol 83 (1) ◽

pp. 166-182 ◽

Cited By ~ 13

Author(s):

Anoop Chaturvedi ◽

Alan T.K. Wan ◽

Shri P. Singh

Keyword(s):

Linear Model ◽

Covariance Matrix ◽

General Linear Model ◽

General Linear ◽

Error Covariance Matrix ◽

Error Covariance ◽

Multivariate Prediction

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ML estimation for the multivariate normal distribution with general linear model mea1 and linear-structure covariance matrix; one-population, complete-data case

Communication in Statistics- Theory and Methods ◽

10.1080/03610928608829227 ◽

1986 ◽

Vol 15 (6) ◽

pp. 1927-1955 ◽

Cited By ~ 13

Author(s):

Dalton F. Andrade ◽

Ronald W Helms

Keyword(s):

Normal Distribution ◽

Linear Model ◽

Covariance Matrix ◽

Multivariate Normal Distribution ◽

Linear Structure ◽

General Linear Model ◽

Complete Data ◽

General Linear ◽

Multivariate Normal ◽

Ml Estimation

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Estimation-Equivalent and Dispersion-Equivalent Error Covariance Matrices for the General Linear Model

American Journal of Mathematical and Management Sciences ◽

10.1080/01966324.2017.1373611 ◽

2017 ◽

Vol 37 (1) ◽

pp. 51-55

Author(s):

Phil D. Young ◽

Dean M. Young

Keyword(s):

Linear Model ◽

General Linear Model ◽

Covariance Matrices ◽

General Linear ◽

Error Covariance

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Coefficient Errors Caused by Using the Wrong Covariance Matrix in the General Linear Model

The Annals of Statistics ◽

10.1214/aos/1176342815 ◽

1974 ◽

Vol 2 (5) ◽

pp. 935-949 ◽

Cited By ~ 8

Author(s):

Otto Neall Strand

Keyword(s):

Linear Model ◽

Covariance Matrix ◽

General Linear Model ◽

General Linear

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Estimation in the Restricted General Linear Model with a Positive Semidefinite Covariance Matrix

Communications in Statistics - Simulation and Computation ◽

10.1080/03610917308548418 ◽

1973 ◽

Vol 1 (2) ◽

pp. 157-166 ◽

Cited By ~ 2

Author(s):

C. R. Hallum ◽

T. O. Lewis ◽

T. L. Boullion

Keyword(s):

Linear Model ◽

Covariance Matrix ◽

Positive Semidefinite ◽

General Linear Model ◽

General Linear

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Exact Linear Restrictions on Parameters in the General Linear Model with a Singular Covariance Matrix

Journal of the American Statistical Association ◽

10.1080/01621459.1977.10481014 ◽

1977 ◽

Vol 72 (358) ◽

pp. 430-432 ◽

Cited By ~ 8

Author(s):

Rudolf G. Kreijger ◽

Heinz Neudecker

Keyword(s):

Linear Model ◽

Covariance Matrix ◽

General Linear Model ◽

General Linear ◽

Singular Covariance Matrix ◽

Linear Restrictions

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Estimation in the restricted general linear model with a positive semidefinite covariance matrix

Communication in Statistics- Theory and Methods ◽

10.1080/03610927308827014 ◽

1973 ◽

Vol 1 (2) ◽

pp. 157-166 ◽

Cited By ~ 2

Author(s):

C. Hallum ◽

T. . Lewis ◽

T. L. Boullion

Keyword(s):

Linear Model ◽

Covariance Matrix ◽

Positive Semidefinite ◽

General Linear Model ◽

General Linear

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Comparison of the covariance matrix for general linear model

Korean Journal of Applied Statistics ◽

10.5351/kjas.2017.30.1.103 ◽

2017 ◽

Vol 30 (1) ◽

pp. 103-117 ◽

Cited By ~ 1

Author(s):

Sang Ah Nam ◽

Keunbaik Lee

Keyword(s):

Linear Model ◽

Covariance Matrix ◽

General Linear Model ◽

General Linear

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Ml estimation and lr tests for the multivariate normal distribution with general linear model mean and linear-structure covariance matrix: k-population complete-data case

Communication in Statistics- Theory and Methods ◽

10.1080/03610928608829108 ◽

1986 ◽

Vol 15 (1) ◽

pp. 89-107 ◽

Cited By ~ 16

Author(s):

Dalton Andrade ◽

Ronald Helms

Keyword(s):

Normal Distribution ◽

Linear Model ◽

Covariance Matrix ◽

Multivariate Normal Distribution ◽

Linear Structure ◽

General Linear Model ◽

Complete Data ◽

General Linear ◽

Multivariate Normal ◽

Ml Estimation

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ON R2-Statistics for the General Linear Model with Non-Scalar Covariance Matrix

Australian Economic Papers ◽

10.1111/j.1467-8454.1980.tb00268.x ◽

1980 ◽

Vol 19 (35) ◽

pp. 343-348 ◽

Cited By ~ 3

Author(s):

G. E. BATTESE ◽

W. E. GRIFFITHS

Keyword(s):

Linear Model ◽

Covariance Matrix ◽

General Linear Model ◽

General Linear

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Improved Multivariate Prediction under a General Linear Model

Journal of Multivariate Analysis ◽

10.1006/jmva.1993.1026 ◽

1993 ◽

Vol 45 (1) ◽

pp. 56-72 ◽

Cited By ~ 19

Author(s):

C.A. Gotway ◽

N. Cressie

Keyword(s):

Linear Model ◽

General Linear Model ◽

General Linear ◽

Multivariate Prediction

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