| Title:
|
Some remarks to multivariate regression model (English) |
| Author:
|
Kubáček, Lubomír |
| Language:
|
English |
| Journal:
|
Applications of Mathematics |
| ISSN:
|
0862-7940 (print) |
| ISSN:
|
1572-9109 (online) |
| Volume:
|
51 |
| Issue:
|
6 |
| Year:
|
2006 |
| Pages:
|
565-582 |
| Summary lang:
|
English |
| . |
| Category:
|
math |
| . |
| Summary:
|
Some remarks to problems of point and interval estimation, testing and problems of outliers are presented in the case of multivariate regression model. (English) |
| Keyword:
|
multivariate regression model |
| Keyword:
|
outliers |
| Keyword:
|
variance components |
| Keyword:
|
Wishart matrix |
| MSC:
|
62H12 |
| MSC:
|
62H15 |
| MSC:
|
62J05 |
| idZBL:
|
Zbl 1164.62363 |
| idMR:
|
MR2291782 |
| DOI:
|
10.1007/s10492-006-0021-y |
| . |
| Date available:
|
2009-09-22T18:27:25Z |
| Last updated:
|
2020-07-02 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/134653 |
| . |
| Reference:
|
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| Reference:
|
[2] E. Fišerová, L. Kubáček: Sensitivity analysis in singular mixed linear models with constraints.Kybernetika 39 (2003), 317–332. MR 1995736 |
| Reference:
|
[3] R. Gnanadesikan: Methods for Statistical Data Analysis of Multivariate Observations.John Wiley Interscience Publication, New York-Chichester-Weinheim-Brisbane-Singapore-Toronto, 1997. MR 1428423 |
| Reference:
|
[4] L. Kubáček: Regression model with estimated covariance matrix.Math. Slovaca 33 (1983), 395–408. MR 0720510 |
| Reference:
|
[5] L. Kubáček, L. Kubáčková, and J. Volaufová: Statistical Models with Linear Structures.Veda (Publishing House of Slovak Academy of Sciences), Bratislava, 1995. |
| Reference:
|
[6] L. Kubáček: Linear model with inaccurate variance components.Applications of Mathematics 41 (1996), 433–445. MR 1415250 |
| Reference:
|
[7] L. Kubáček, L. Kubáčková: Nonsensitiveness regions in universal models.Math. Slovaca 50 (2000), 219–240. MR 1763121 |
| Reference:
|
[8] E. Lešanská: Insensitivity regions for testing hypotheses in mixed models with constraints.Tatra Mt. Math. Publ. 22 (2001), 209–222. Zbl 1001.62011, MR 1889046 |
| Reference:
|
[9] E. Lešanská: Optimization of the size of nonsensitiveness regions.Appl. Math. 47 (2002), 9–23. MR 1876489, 10.1023/A:1021750700055 |
| Reference:
|
[10] C. R. Rao: Least squares theory using an estimated dispersion matrix and its application to measurement in signal.In: Proc. 5th Berkeley Symp. Math. Stat. Probab., Vol. 1. Theory of Statistics, Univ. Calif. Press, Berkeley-Los Angeles, 1967, pp. 355–372. MR 0212930 |
| Reference:
|
[11] C. R. Rao: Linear Statistical Inference and Its Applications.J. Wiley, New York, 1973, second edition. Zbl 0256.62002, MR 0346957 |
| Reference:
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[12] C. R. Rao, S. K. Mitra: Generalized Inverse of Matrices and Its Applications.J. Wiley, New York, 1971. MR 0338013 |
| Reference:
|
[13] C. R. Rao, J. Kleffe: Estimation of Variance Components and Applications.North-Holland, Amsterdam, 1988. MR 0933559 |
| Reference:
|
[14] S. N. Roy: Some Aspects of Multivariate Analysis.John Wiley, New York, 1957. |
| . |
