Abstract
The collection of variance-covariance matrices for any linear model may be represented, without altering relationships among linear unbiased estimators, as a compact convex subset of nonnegative definite matrices throughout the relative interior of which all matrices are positive definite.
Citation
Lynn Roy LaMotte. "A Canonical Form for the General Linear Model." Ann. Statist. 5 (4) 787 - 789, July, 1977. https://doi.org/10.1214/aos/1176343901
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