Some remarks to multivariate regression model

Lubomír Kubáček

Applications of Mathematics (2006)

  • Volume: 51, Issue: 6, page 565-582
  • ISSN: 0862-7940

Abstract

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Some remarks to problems of point and interval estimation, testing and problems of outliers are presented in the case of multivariate regression model.

How to cite

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Kubáček, Lubomír. "Some remarks to multivariate regression model." Applications of Mathematics 51.6 (2006): 565-582. <http://eudml.org/doc/33267>.

@article{Kubáček2006,
abstract = {Some remarks to problems of point and interval estimation, testing and problems of outliers are presented in the case of multivariate regression model.},
author = {Kubáček, Lubomír},
journal = {Applications of Mathematics},
keywords = {multivariate regression model; outliers; variance components; Wishart matrix; outliers; variance components; Wishart matrix},
language = {eng},
number = {6},
pages = {565-582},
publisher = {Institute of Mathematics, Academy of Sciences of the Czech Republic},
title = {Some remarks to multivariate regression model},
url = {http://eudml.org/doc/33267},
volume = {51},
year = {2006},
}

TY - JOUR
AU - Kubáček, Lubomír
TI - Some remarks to multivariate regression model
JO - Applications of Mathematics
PY - 2006
PB - Institute of Mathematics, Academy of Sciences of the Czech Republic
VL - 51
IS - 6
SP - 565
EP - 582
AB - Some remarks to problems of point and interval estimation, testing and problems of outliers are presented in the case of multivariate regression model.
LA - eng
KW - multivariate regression model; outliers; variance components; Wishart matrix; outliers; variance components; Wishart matrix
UR - http://eudml.org/doc/33267
ER -

References

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  7. Nonsensitiveness regions in universal models, Math. Slovaca 50 (2000), 219–240. (2000) MR1763121
  8. Insensitivity regions for testing hypotheses in mixed models with constraints, Tatra Mt. Math. Publ. 22 (2001), 209–222. (2001) Zbl1001.62011MR1889046
  9. 10.1023/A:1021750700055, Appl. Math. 47 (2002), 9–23. (2002) MR1876489DOI10.1023/A:1021750700055
  10. 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. (1967) MR0212930
  11. Linear Statistical Inference and Its Applications, J.  Wiley, New York, 1973, second edition. (1973) Zbl0256.62002MR0346957
  12. Generalized Inverse of Matrices and Its Applications, J.  Wiley, New York, 1971. (1971) MR0338013
  13. Estimation of Variance Components and Applications, North-Holland, Amsterdam, 1988. (1988) MR0933559
  14. Some Aspects of Multivariate Analysis, John Wiley, New York, 1957. (1957) 

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