| Title:
|
Multivariate models with constraints confidence regions (English) |
| Author:
|
Kubáček, Lubomír |
| Language:
|
English |
| Journal:
|
Acta Universitatis Palackianae Olomucensis. Facultas Rerum Naturalium. Mathematica |
| ISSN:
|
0231-9721 |
| Volume:
|
47 |
| Issue:
|
1 |
| Year:
|
2008 |
| Pages:
|
83-100 |
| Summary lang:
|
English |
| . |
| Category:
|
math |
| . |
| Summary:
|
In multivariate linear statistical models with normally distributed observation matrix a structure of a covariance matrix plays an important role when confidence regions must be determined. In the paper it is assumed that the covariance matrix is a linear combination of known symmetric and positive semidefinite matrices and unknown parameters (variance components) which are unbiasedly estimable. Then insensitivity regions are found for them which enables us to decide whether plug-in approach can be used for confidence regions. (English) |
| Keyword:
|
multivariate model |
| Keyword:
|
constraints |
| Keyword:
|
variance components |
| Keyword:
|
plug-in estimator |
| Keyword:
|
insensitivity region |
| MSC:
|
62F30 |
| MSC:
|
62H12 |
| MSC:
|
62J05 |
| idZBL:
|
Zbl 1165.62043 |
| idMR:
|
MR2482719 |
| . |
| Date available:
|
2009-08-27T11:26:13Z |
| Last updated:
|
2012-05-04 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/133406 |
| . |
| Reference:
|
[1] Anderson T. W.: Introduction to Multivariate Statistical Analysis. : J. Wiley, New York., 1958. MR 0091588 |
| Reference:
|
[2] Fišerová E., Kubáček L., Kunderová P.: Linear Statistical Models: Regularity, Singularities. : Academia, Praha., 2007. |
| Reference:
|
[3] Kshirsagar A. M.: Multivariate Analysis. : M. Dekker, New York., 1972. MR 0343478 |
| Reference:
|
[4] Kubáček L., Kubáčková L., Volaufová J.: Statistical Models with Linear Structures. : Veda (Publishing House of Slovak Academy of Sciences), Bratislava., 1995. |
| Reference:
|
[5] Rao C. R.: Linear Statistical Inference, Its Applications. : J. Wiley, New York–London–Sydney., 1965. MR 0221616 |
| . |
