The shorted operator statistically interpreted. (English) Zbl 0744.62080
Summary: The object of this paper is to point out that the shorted positive operator [see M. G. Krejn, Mat. Sb., N. Ser. 20(62), 431-495 (1947; Zbl 0029.14103) and ibid. 21(63), 365-404 (1947; Zbl 0030.39401), and W. N. Anderson jun. and G. E. Trapp, SIAM J. Appl. Math. 28, 60-71 (1975; Zbl 0295.47032)] can be looked upon as the dispersion matrix of the BLUE of \(EY\) when the random vector \(Y\) is subject to a linear model.
MSC:
| 62H05 | Characterization and structure theory for multivariate probability distributions; copulas |
| 47N30 | Applications of operator theory in probability theory and statistics |
| 62G99 | Nonparametric inference |
