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
收藏
页码：303 / 306
页数：4
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