Uncertainty of the design and covariance matrices in linear statistical model

Lubomír Kubáček; Jaroslav Marek

Acta Universitatis Palackianae Olomucensis. Facultas Rerum Naturalium. Mathematica (2009)

  • Volume: 48, Issue: 1, page 61-71
  • ISSN: 0231-9721

Abstract

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The aim of the paper is to determine an influence of uncertainties in design and covariance matrices on estimators in linear regression model.

How to cite

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Kubáček, Lubomír, and Marek, Jaroslav. "Uncertainty of the design and covariance matrices in linear statistical model." Acta Universitatis Palackianae Olomucensis. Facultas Rerum Naturalium. Mathematica 48.1 (2009): 61-71. <http://eudml.org/doc/35187>.

@article{Kubáček2009,
abstract = {The aim of the paper is to determine an influence of uncertainties in design and covariance matrices on estimators in linear regression model.},
author = {Kubáček, Lubomír, Marek, Jaroslav},
journal = {Acta Universitatis Palackianae Olomucensis. Facultas Rerum Naturalium. Mathematica},
keywords = {Linear statistical model; uncertainty; design matrix; covariance matrix; design matrix},
language = {eng},
number = {1},
pages = {61-71},
publisher = {Palacký University Olomouc},
title = {Uncertainty of the design and covariance matrices in linear statistical model},
url = {http://eudml.org/doc/35187},
volume = {48},
year = {2009},
}

TY - JOUR
AU - Kubáček, Lubomír
AU - Marek, Jaroslav
TI - Uncertainty of the design and covariance matrices in linear statistical model
JO - Acta Universitatis Palackianae Olomucensis. Facultas Rerum Naturalium. Mathematica
PY - 2009
PB - Palacký University Olomouc
VL - 48
IS - 1
SP - 61
EP - 71
AB - The aim of the paper is to determine an influence of uncertainties in design and covariance matrices on estimators in linear regression model.
LA - eng
KW - Linear statistical model; uncertainty; design matrix; covariance matrix; design matrix
UR - http://eudml.org/doc/35187
ER -

References

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  1. Kubáček, L., Kubáčková, L., Statistics and Metrology, Vyd. Univ. Palackého, Olomouc, 2000 (in Czech). (2000) 
  2. Rao, C. R., Linear Statistical Inference and Its Applications, J. Wiley, New York–London–Sydney, 1973 sec. ed. (1973) Zbl0256.62002MR0346957
  3. Rao, C. R., Mitra, S. K., Generalized Inverse of Matrices and its Applications., J. Wiley, New York–London–Sydney–Toronto, 1971. (1971) Zbl0236.15005MR0338013

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