The spectral decomposition of a covariance matrix for the balanced mixed analysis of variance model |
| |
| Authors: | Bilgehan Güven |
| |
| Affiliation: | Mathematics Department, Çanakkale Onsekiz Mart University, Çanakkale, Turkey |
| |
| Abstract: | We derive the spectral decomposition of a covariance matrix for the balanced mixed analysis of variance model. The derivation is based on determining the distinct eigenvalues of a covariance matrix and then obtaining a principal idempotent matrix for each distinct eigenvalue. Examples are given to illustrate the results. |
| |
| Keywords: | |
| 本文献已被 ScienceDirect 等数据库收录！ |
