A Canonical Form for the General Linear Model
The Annals of Statistics · 1977 · Volume 5 · Issue 4
Abstract
The collection of variance-covariance matrices for any linear model may be represented, without altering relationships among linear unbiased estimators, as a compact convex subset of nonnegative definite matrices throughout the relative interior of which all matrices are positive definite.
Keywords
62F10, 62J99, General linear model, singular covariance matrices
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