Title:
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Eliminating transformations for nuisance parameters in linear regression models with type I constraints (English) |
Author:
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Kunderová, Pavla |
Language:
|
English |
Journal:
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Acta Universitatis Palackianae Olomucensis. Facultas Rerum Naturalium. Mathematica |
ISSN:
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0231-9721 |
Volume:
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46 |
Issue:
|
1 |
Year:
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2007 |
Pages:
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51-64 |
Summary lang:
|
English |
. |
Category:
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math |
. |
Summary:
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The linear regression model in which the vector of the first order parameter is divided into two parts: to the vector of the useful parameters and to the vector of the nuisance parameters is considered. The type I constraints are given on the useful parameters. We examine eliminating transformations which eliminate the nuisance parameters without loss of information on the useful parameters. (English) |
Keyword:
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regular linear regression model |
Keyword:
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nuisance parameters |
Keyword:
|
BLUE |
Keyword:
|
constraints |
MSC:
|
62F30 |
MSC:
|
62H12 |
MSC:
|
62J05 |
idZBL:
|
Zbl 1139.62035 |
idMR:
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MR2387493 |
. |
Date available:
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2009-08-27T10:25:56Z |
Last updated:
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2012-05-04 |
Stable URL:
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http://hdl.handle.net/10338.dmlcz/133393 |
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Reference:
|
[1] Anderson T. W.: Introduction to Multivariate Statistical Analysis. : J. Wiley, New York., 1958. MR 0091588 |
Reference:
|
[2] Kubáček L., Kubáčková L., Volaufová J.: Statistical Models with Linear Structures. : Veda (Publishing House of Slovak Academy of Sciences), Bratislava., 1995. |
Reference:
|
[3] Lešanská E.: Optimization of the size of nonsensitiveness regions.Appl. Math. 47 (2002), 9–23. MR 1876489 |
Reference:
|
[4] Rao C. R.: Linear Statistical Inference, Its Applications. : J. Wiley, New York., 1973 (second edition). MR 0346957 |
Reference:
|
[5] Rao C. R., Mitra S. K.: Genaralized Inverse of Matrices, its Applications. : John Wiley & Sons, New York– London–Sydney–Toronto., 1971. MR 0338013 |
Reference:
|
[6] Rao C. R., Kleffe J.: Estimation of Variance Components, Applications. : North–Holland, Amsterdam–New York–Oxford–Tokyo., 1988. MR 0933559 |
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