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).


Covariance Matrix Exact Distribution Correlate Observation Inverse Covariance Matrix Unknown Covariance Matrix 
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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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