On eliminating transformations for nuisance parameters in multivariate linear model

Pavla Kunderová

Acta Universitatis Palackianae Olomucensis. Facultas Rerum Naturalium. Mathematica (2004)

  • Volume: 43, Issue: 1, page 87-104
  • ISSN: 0231-9721

Abstract

top
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. We examine eliminating transformations which eliminate the nuisance parameters without loss of information on the useful parameters and on the variance components.

How to cite

top

Kunderová, Pavla. "On eliminating transformations for nuisance parameters in multivariate linear model." Acta Universitatis Palackianae Olomucensis. Facultas Rerum Naturalium. Mathematica 43.1 (2004): 87-104. <http://eudml.org/doc/32349>.

@article{Kunderová2004,
abstract = {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. We examine eliminating transformations which eliminate the nuisance parameters without loss of information on the useful parameters and on the variance components.},
author = {Kunderová, Pavla},
journal = {Acta Universitatis Palackianae Olomucensis. Facultas Rerum Naturalium. Mathematica},
keywords = {multivariate linear regression model; useful and nuisance parameters; LBLUE; eliminating transformation; multivariate linear regression model; LBLUE},
language = {eng},
number = {1},
pages = {87-104},
publisher = {Palacký University Olomouc},
title = {On eliminating transformations for nuisance parameters in multivariate linear model},
url = {http://eudml.org/doc/32349},
volume = {43},
year = {2004},
}

TY - JOUR
AU - Kunderová, Pavla
TI - On eliminating transformations for nuisance parameters in multivariate linear model
JO - Acta Universitatis Palackianae Olomucensis. Facultas Rerum Naturalium. Mathematica
PY - 2004
PB - Palacký University Olomouc
VL - 43
IS - 1
SP - 87
EP - 104
AB - 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. We examine eliminating transformations which eliminate the nuisance parameters without loss of information on the useful parameters and on the variance components.
LA - eng
KW - multivariate linear regression model; useful and nuisance parameters; LBLUE; eliminating transformation; multivariate linear regression model; LBLUE
UR - http://eudml.org/doc/32349
ER -

References

top
  1. Kubáček L.: Foundations of estimation theory., Elsevier, Amsterdam–Oxford–New York–Tokyo, , 1988. (1988) 
  2. Kubáček L., Kubáčková L., Volaufová J.: Statistical Models with Linear Structures., Veda, Publishing House of the Slovak Academy of Sciences, Bratislava, , 1995. (1995) 
  3. 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. (1990) 
  4. Kubáček L., Kubáčková L.: Statistika a metrologie., Vydavatelství UP, Olomouc, , 2000. 
  5. Kunderová P., Locally best and uniformly best estimators in linear model with nuisance parameters, Tatra Mt. Math. Publ. 22 (2001), 27–36. Zbl1001.62021MR1889032
  6. Kunderová P., Eliminating transformations for nuisance parameters in linear model, Acta Univ. Palacki. Olomuc., Fac. rer. nat., Math. 42 (2003), 59–68. Zbl1046.62069MR2056022
  7. Kunderová P., Eliminating transformations for nuisance parameters in multivariate linear model, Folia Fac. Sci. Nat. Univ. Masarykianae Brunensis, Math. 12 (2004), 16 p. (to appear). Zbl1134.62345MR2159128

NotesEmbed ?

top

You must be logged in to post comments.

To embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.

Only the controls for the widget will be shown in your chosen language. Notes will be shown in their authored language.

Tells the widget how many notes to show per page. You can cycle through additional notes using the next and previous controls.

    
                

                
Note: Best practice suggests putting the JavaScript code just before the closing </body> tag.