Variance of Plug-in Estimators in Multivariate Regression Models
Acta Universitatis Palackianae Olomucensis. Facultas Rerum Naturalium. Mathematica (2013)
- Volume: 52, Issue: 2, page 85-97
- ISSN: 0231-9721
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Abstract
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topKubáček, Lubomír, and Vrbková, Jana. "Variance of Plug-in Estimators in Multivariate Regression Models." Acta Universitatis Palackianae Olomucensis. Facultas Rerum Naturalium. Mathematica 52.2 (2013): 85-97. <http://eudml.org/doc/260828>.
@article{Kubáček2013,
abstract = {Variance components in regression models are usually unknown. They must be estimated and it leads to a construction of plug–in estimators of the parameters of the mean value of the observation matrix. Uncertainty of the estimators of the variance components enlarge the variances of the plug–in estimators. The aim of the paper is to find this enlargement.},
author = {Kubáček, Lubomír, Vrbková, Jana},
journal = {Acta Universitatis Palackianae Olomucensis. Facultas Rerum Naturalium. Mathematica},
keywords = {variance components; plug-in estimator; multivariate models; variance components; plug-in estimator; multivariate models},
language = {eng},
number = {2},
pages = {85-97},
publisher = {Palacký University Olomouc},
title = {Variance of Plug-in Estimators in Multivariate Regression Models},
url = {http://eudml.org/doc/260828},
volume = {52},
year = {2013},
}
TY - JOUR
AU - Kubáček, Lubomír
AU - Vrbková, Jana
TI - Variance of Plug-in Estimators in Multivariate Regression Models
JO - Acta Universitatis Palackianae Olomucensis. Facultas Rerum Naturalium. Mathematica
PY - 2013
PB - Palacký University Olomouc
VL - 52
IS - 2
SP - 85
EP - 97
AB - Variance components in regression models are usually unknown. They must be estimated and it leads to a construction of plug–in estimators of the parameters of the mean value of the observation matrix. Uncertainty of the estimators of the variance components enlarge the variances of the plug–in estimators. The aim of the paper is to find this enlargement.
LA - eng
KW - variance components; plug-in estimator; multivariate models; variance components; plug-in estimator; multivariate models
UR - http://eudml.org/doc/260828
ER -
References
top- Fišerová, E., Kubáček, L., Kunderová, P., Linear Statistical Models: Regularity and Singularities, Academia, Praha, 2007. (2007)
- Kubáček, L., Multivariate Statistical Models Revisited, Vyd. University Palackého, Olomouc, 2008. (2008)
- Rao, C. R., Mitra, S. K., Generalized Inverse of Matrices and its Applications, Wiley, New York–London–Sydney–Toronto, 1971. (1971) Zbl0236.15005MR0338013
- Rao, C. R., Kleffe, J., Estimation of Variance Components and Applications, North–Holland, Amsterdam–New York–Oxford–Tokyo, 1988. (1988) Zbl0645.62073MR0933559
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