Regression model with estimated covariance matrix

Lubomír Kubáček

Mathematica Slovaca (1983)

  • Volume: 33, Issue: 4, page 395-408
  • ISSN: 0139-9918

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Kubáček, Lubomír. "Regression model with estimated covariance matrix." Mathematica Slovaca 33.4 (1983): 395-408. <http://eudml.org/doc/34172>.

@article{Kubáček1983,
author = {Kubáček, Lubomír},
journal = {Mathematica Slovaca},
keywords = {estimated covariance matrix; generalized inverse; best linear unbiased estimate of mean vector},
language = {eng},
number = {4},
pages = {395-408},
publisher = {Mathematical Institute of the Slovak Academy of Sciences},
title = {Regression model with estimated covariance matrix},
url = {http://eudml.org/doc/34172},
volume = {33},
year = {1983},
}

TY - JOUR
AU - Kubáček, Lubomír
TI - Regression model with estimated covariance matrix
JO - Mathematica Slovaca
PY - 1983
PB - Mathematical Institute of the Slovak Academy of Sciences
VL - 33
IS - 4
SP - 395
EP - 408
LA - eng
KW - estimated covariance matrix; generalized inverse; best linear unbiased estimate of mean vector
UR - http://eudml.org/doc/34172
ER -

References

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  6. LIEHMANN E. L., SCHEFFÉ H., Completeness, Similar Regions and Unbiased Estimation - Part 1, Sankhyâ 10, 1950, 305-340. (1950) MR0039201
  7. SEELY J., Linear Spaces and Unbiased Estimation - Application to Mixed Linear Model, Ann. Math. Statist. 42, 1970, 710-721. (1970) MR0275560
  8. SRIVASTAVA M. S., KHATRI C. G., An Introduction to Multivariate Statistics, North Holland, N. York 1979. (1979) Zbl0421.62034MR0544670
  9. STREIT F., On Generalized Inverse Matrices and Multivariate Distributions, Transaction of the Seventh Prague conference on information theory, statistical decision functions, random processes and of the 1974 European meeting of statisticians. Academie, Prague 1978. 513-519. (1974) MR0519503
  10. RAO, C R., Least Squares Theory Using an Estimated Díspersion Matrix and its Application to Measurements of Signals, Proceedings of the Fifth Berkeley Symposium on Mathematical Statistics and Probability. Vol.1: Theory of Statistics, 1967, 355-372. University of California Press, Berkeley and Los Angeles 1967. (1967) MR0212930
  11. RAO C. R., MITRA S. K., Generalized Inverse of Matrices and Its Applications, J. Wiley N. Уork 1971. (1971) Zbl0236.15005MR0338013
  12. RAO C. R., KLEEFE J., Estimation of Variance Components, In: Krisnaiah, P. R., ed. Handbook of Statistics, Vol. 1. 1-40, North Holland, N. York 1980. (1980) 
  13. VOLAUFOVÄ J., On the Confidence Region of a Vector Parameter, Math. Slovaca 30, 1980, 113-120. (1980) MR0587235
  14. WIMMER G., On Equivalence Problem in Linear Regression Models, Part I. BLUE of the Mean Value, Aplikace matematiky 25, 1980, 417-422. (1980) MR0596848

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