SFB 303 Discussion Paper No. B - 53

Author: Werner, Hans Joachim
Title: C. R. Rao's IPM Method: A Geometric Approach
Abstract: The inverse partitioned matrix (IPM) method, introduced by C.R. Rao (1971, 1972a), is one of the methods that have hitherto been proposed for estimating parameters in the general Gauß-Markoff model. Following Hall and Meyer (1975), and Baksalary and Kala (1980), our first aim is to have a fresh look at the computational aspects of this method. Afterwards, we demonstrate how the concept of weak bicomplementarity (see Werner (1986)) can be used to reveal new and simpler estimation formulas.
Creation-Date: December 1986
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