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I need a reference to an abstract treatment of the linear model on a space V where X is a normal variable (on V) with mean in a subspace of V, where all key results are given in this abstract framework, like how the estimate of the mean is the orthogonal projection of X onto the subspace containing the mean and so on.

kjetil b halvorsen
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Hyuu
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  • See also the related: https://stats.stackexchange.com/questions/2730/good-resource-to-understand-anova-and-ancova, https://stats.stackexchange.com/questions/190250/bibliography-for-linear-models, https://stats.stackexchange.com/questions/414/introduction-to-statistics-for-mathematicians – kjetil b halvorsen Jun 10 '22 at 20:17

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Books that fit your requirements:

The Coordinate-Free Approach to Linear Models by Michael J. Wichura.

Multivariate Statistics: A Vector Space Approach by Morris L. Eaton

kjetil b halvorsen
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