Lubomír Kubáček (2006)
Applications of Mathematics
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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.
Lubomír Kubáček (2006)
Kybernetika
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Outliers in univariate and multivariate regression models with constraints are under consideration. The covariance matrix is assumed either to be known or to be known only partially.
Lubomír Kubáček (2013)
Applications of Mathematics
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The cross-covariance matrix of observation vectors in two linear statistical models need not be zero matrix. In such a case the problem is to find explicit expressions for the best linear unbiased estimators of both model parameters and estimators of variance components in the simplest structure of the covariance matrix. Univariate and multivariate forms of linear models are dealt with.