Previous |  Up |  Next

Article

Keywords:
singular multivariate linear model; useful and nuisance parameters; BLUE
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.
References:
[1] Kubáček L., Kubáčková L., Volaufová J.: Statistical Models with Linear Structures. : Veda, Publishing House of the Slovak Academy of Sciences, Bratislava. 1995.
[2] 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.
[3] Kubáček L., Kubáčková L.: Statistika a metrologie. : Vydavatelství UP, Olomouc. 2000.
[4] Fišerová E., Kubáček L., Kunderová P.: Linear Statistical Models: Regularity, Singularities. : Academia, Praha. in preparation.
[5] Kunderová P.: On one Multivariate linear model with nuisance parameters. Acta Univ. Palacki. Olomuc., Fac. rer. nat., Math. 36 (1997), 131–139. MR 1620533 | Zbl 0953.62051
[6] Kunderová P.: Locally best and uniformly best estimators in linear model with nuisance parameters. Tatra Mt. Math. Publ. 22 (2001), 27–36. MR 1889032 | Zbl 1001.62021
[7] Kunderová P.: On eliminating transformations for nuisance parameters in multivariate linear model. Acta Univ. Palacki. Olomuc., Fac. rer. nat., Math. 43 (2004), 87–104. MR 2124606 | Zbl 1060.62068
[8] Nordström K., Fellman J.: Characterizations and dispersion-matrix robustness of efficiently estimable parametric functionals in linear models with nuisance parameters. Linear Algebra and its Applications 127 (1990), 341–361. MR 1048807 | Zbl 0709.62063
Partner of
EuDML logo