On Weighted Sum Decompositions of Weighted Least-squares Estimators

被引：0
|
作者：
Li, Xiaobin [1 ]
Liu, Yonghui [1 ]
机构：
[1] Shanghai Finance Univ, Dept Appl Math, Shanghai 201209, Peoples R China
来源：
PROCEEDINGS OF THE THIRD INTERNATIONAL WORKSHOP ON APPLIED MATRIX THEORY | 2009年
关键词：
partitioned linear model; WLSE; sum decomposition of estimator; Moore-Penrose inverse; Matrix rank; PARTITIONED LINEAR-MODEL;
D O I：
暂无
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
For the partitioned linear model M = {y, X beta, sigma(2)Sigma} = {y, X(1)beta(1) + X(2)beta(2), sigma(2)Sigma}, in this paper, a necessary and sufficient condition of the following weighted sum decomposition WLSE(M)(X beta) = alpha WLSEM(1)(X(1)beta(1)) + delta WLSE(M2)(X(2)beta(2)), is derived, where alpha + delta =1, alpha > 0,delta >0
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页码：116 / 118
页数：3
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