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Abstract

In order to introduce the notation and concepts which we have found useful in discussing regression problems in general we shall give a very brief account of the standard linear model theory for Gaussian variables, emphasizing a geomtric approach, see Scheffé (1959).

Keywords

Covariance Matrix Exact Distribution Correlate Observation Inverse Covariance Matrix Unknown Covariance Matrix 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer-Verlag New York Inc. 1984

Authors and Affiliations

  • Søren Johansen
    • 1
  1. 1.Institute of Mathematical StatisticsUniversity of CopenhagenCopenhagen ØDenmark

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