Volume and variance in the linear statistical model

被引：1

作者：

Araújo, IC

de Oliveira, MP

机构：

[1] Univ Toronto, Dept Math, Toronto, ON M5S 3G3, Canada

[2] Univ Sao Paulo, Dept Comp Engn, BR-05508 Sao Paulo, Brazil

来源：

LINEAR ALGEBRA AND ITS APPLICATIONS | 2002年 / 357卷

关键词：

least square solutions; variance matrix;

D O I：

10.1016/S0024-3795(02)00440-8

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

We develop a simple expression for the variance of each individual element in the least squares solution of a linear statistical system using some geometric arguments. From that result, lower bounds for the variances are obtained, provided that the length of each matrix column is kept within a known range. (C) 2002 Elsevier Science Inc. All rights reserved.

引用

页码：303 / 306

页数：4

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