Voir la notice de l'article provenant de la source Library of Science
@article{DMPS_2005_25_1_a1, author = {Gro{\ss}, J\"urgen and Puntanen, Simo}, title = {Extensions of the {Frisch-Waugh-Lovell} {Theorem}}, journal = {Discussiones Mathematicae. Probability and Statistics}, pages = {39--49}, publisher = {mathdoc}, volume = {25}, number = {1}, year = {2005}, zbl = {1134.62302}, language = {en}, url = {http://geodesic.mathdoc.fr/item/DMPS_2005_25_1_a1/} }
TY - JOUR AU - Groß, Jürgen AU - Puntanen, Simo TI - Extensions of the Frisch-Waugh-Lovell Theorem JO - Discussiones Mathematicae. Probability and Statistics PY - 2005 SP - 39 EP - 49 VL - 25 IS - 1 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/DMPS_2005_25_1_a1/ LA - en ID - DMPS_2005_25_1_a1 ER -
Groß, Jürgen; Puntanen, Simo. Extensions of the Frisch-Waugh-Lovell Theorem. Discussiones Mathematicae. Probability and Statistics, Tome 25 (2005) no. 1, pp. 39-49. http://geodesic.mathdoc.fr/item/DMPS_2005_25_1_a1/
[1] J.K. Baksalary and R. Kala, Linear sufficiency with respect to a given vector of parametric functions, Journal of Statistical Planning and Inference 14 (1986), 331-338.
[2] P. Bhimasankaram and R. Saha Ray, On a partitioned linear model and some associated reduced models, Linear Algebra and Its Applications 264 (1997), 329-339.
[3] P. Bhimasankaram and D. Sengupta, The linear zero functions approach to linear models, Sankhyā, Ser. B 58 (1996), 338-351.
[4] P. Bhimasankaram, K.R. Shah and R. Saha Ray, On a singular partitioned linear model and some associated reduced models, Journal of Combinatorics, Information System Sciences 23 (1998), 415-421.
[5] R. Davidson and J.G. MacKinnon, Estimation and Inference in Econometrics, Oxford University Press 1993.
[6] H. Drygas, Linear sufficiency and some applications in multilinear estimation, Journal of Multivariate Analysis 16 (1985), 71-84.
[7] A. Feuerverger and D.A.S. Fraser, Categorial information and the singular linear model, Canadian Journal of Statistics 8 (1980), 41-45.
[8] R. Frisch and F.V. Waugh, Partial time regressions as compared with individual trends, Econometrica 1 (1933), 387-401.
[9] J. Groß and S. Puntanen, Estimation under a general partitioned linear model, Linear Algebra and Its Applications 321 (2000), 131-144.
[10] M.C. Lovell, Seasonal adjustment of economic time series and multiple regression analysis, Journal of the American Statistical Association 58 (1963), 993-1010.
[11] G. Marsaglia and G.P.H. Styan, Equalities and inequalities for ranks of matrices, Linear and Multilinear Algebra 2 (1974), 269-292.
[12] M. Nurhonen and S. Puntanen, A property of partitioned generalized regression, Communications in Statistics, Theory and Methods 21 (1992), 1579-1583.
[13] S. Puntanen, Some matrix results related to a partitioned singular linearmodel, Communications in Statistics, Theory and Methods 25 (1996), 269-279.
[14] S. Puntanen, Some further results related to reduced singular linear models, Communications in Statistics, Theory and Methods 26 (1996), 375-385.
[15] S. Puntanen and G.P.H. Styan, The equality of the ordinary least squares estimator and the best linear unbiased estimator (with discussion), The American Statistician 43 (1989), 153-164.
[16] C.R. Rao, Unified theory of linear estimation, Sankhyā, Ser. A, 33 (1971), 371-394; Corrigenda, Sankhyā, Ser. A, 34, 194,477.
[17] C.R. Rao, Representations of best linear unbiased estimators in the Gauss-Markoff model with a singular dispersion matrix, Journal of Multivariate Analysis 3 (1973), 276-292.
[18] C.R. Rao, Projectors, generalized inverses and the BLUE's, Journal of the Royal Statistical Society, Ser. B 36 (1974), 442-448.