| Title:
|
On eliminating transformations for nuisance parameters in multivariate linear model (English) |
| Author:
|
Kunderová, Pavla |
| Language:
|
English |
| Journal:
|
Acta Universitatis Palackianae Olomucensis. Facultas Rerum Naturalium. Mathematica |
| ISSN:
|
0231-9721 |
| Volume:
|
43 |
| Issue:
|
1 |
| Year:
|
2004 |
| Pages:
|
87-104 |
| Summary lang:
|
English |
| . |
| Category:
|
math |
| . |
| Summary:
|
The multivariate linear model, in which the matrix of the first order parameters is divided into two matrices: to the matrix of the useful parameters and to the matrix of the nuisance parameters, is considered. We examine eliminating transformations which eliminate the nuisance parameters without loss of information on the useful parameters and on the variance components. (English) |
| Keyword:
|
multivariate linear regression model |
| Keyword:
|
useful and nuisance parameters |
| Keyword:
|
LBLUE |
| Keyword:
|
eliminating transformation |
| MSC:
|
15A04 |
| MSC:
|
15A24 |
| MSC:
|
15A99 |
| MSC:
|
62H12 |
| MSC:
|
62J05 |
| idZBL:
|
Zbl 1060.62068 |
| idMR:
|
MR2124606 |
| . |
| Date available:
|
2009-08-21T12:54:28Z |
| Last updated:
|
2012-05-04 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/132939 |
| . |
| Reference:
|
[1] Kubáček L.: Foundations of estimation theory. : Elsevier, Amsterdam–Oxford–New York–Tokyo., 1988. |
| Reference:
|
[2] Kubáček L., Kubáčková L., Volaufová J.: Statistical Models with Linear Structures. : Veda, Publishing House of the Slovak Academy of Sciences, Bratislava., 1995. |
| Reference:
|
[3] Kubáčková L., Kubáček L.: Elimination Transformation of an Observation Vector preserving Information on the First and Second Order Parameters.Technical Report, No 11, 1990, Institute of Geodesy, University of Stuttgart, 1–71. |
| Reference:
|
[4] Kubáček L., Kubáčková L.: Statistika a metrologie. : Vydavatelství UP, Olomouc., 2000. |
| Reference:
|
[5] Kunderová P.: Locally best and uniformly best estimators in linear model with nuisance parameters.Tatra Mt. Math. Publ. 22 (2001), 27–36. Zbl 1001.62021, MR 1889032 |
| Reference:
|
[6] Kunderová P.: Eliminating transformations for nuisance parameters in linear model.Acta Univ. Palacki. Olomuc., Fac. rer. nat., Math. 42 (2003), 59–68. Zbl 1046.62069, MR 2056022 |
| Reference:
|
[7] Kunderová P.: Eliminating transformations for nuisance parameters in multivariate linear model.Folia Fac. Sci. Nat. Univ. Masarykianae Brunensis, Math. 12 (2004), 16 p. (to appear). Zbl 1134.62345, MR 2159128 |
| . |
