Abstract Let A be an n × n Hermitian matrix and A = UΛUH be its spectral decomposition, where U is a unitary matrix of order n and Λ is a diagonal matrix. In this note we present the perturbation ...

Estimation for the linear model y = Xβ + e with unknown diagonal covariance matrix G is considered. The diagonal elements of G are assumed to be known functions of the explanatory variables X and an ...