ABSTRACT - Models with a Low Nonlinearity.
Notice on the Chipman generalization of the matrix inverse
Corrections of estimators in linearized models
Criterion for an approximation of variance components in regression models
Multistage regression model
Necessary and sufficient conditions are given under which the best linear unbiased estimator (BLUE) is identical with the BLUE ; are subvectors of the random vector in a general regression model , a vector of unknown parameters; the design matrix having a special so called multistage struture and the covariance matrix are given.
On a generalization of the orthogonal regression
Some statistical aspects of the estimation of parameters of a linear conform transformation
Obituary. Štefan Šujan 1947 - 1985
On the General Problem of Adjustment of Measured Values
Quadratic regression models
Repeated regression experiment and estimation of variance components
Elimination of nuisance parameters in a regression model
On the Hsu condition in a replicated regression model
Multivariate models with constraints confidence regions
In multivariate linear statistical models with normally distributed observation matrix a structure of a covariance matrix plays an important role when confidence regions must be determined. In the paper it is assumed that the covariance matrix is a linear combination of known symmetric and positive semidefinite matrices and unknown parameters (variance components) which are unbiasedly estimable. Then insensitivity regions are found for them which enables us to decide whether plug-in approach can...
Special structures of mixed linear models with nuisance parameters
Equivalent algorithms for estimation in linear model with conditions
Problems of an additional experiment
Asymptotical confidence region in a replicated mixed linear model with an estimated covariance matrix
Two-stage regression model
Locally best quadratic estimators
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