One multivariate linear model with nuisance parameters
Pavla Kunderová (1998)
Acta Universitatis Palackianae Olomucensis. Facultas Rerum Naturalium. Mathematica
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Displaying similar documents to “Decomposing matrices with Jerzy K. Baksalary”
One multivariate linear model with nuisance parameters
On one multivariate linear model with nuisance parameters
Pavla Kunderová (1997)
Acta Universitatis Palackianae Olomucensis. Facultas Rerum Naturalium. Mathematica
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On eliminating transformations for nuisance parameters in multivariate linear model
Pavla Kunderová (2004)
Acta Universitatis Palackianae Olomucensis. Facultas Rerum Naturalium. Mathematica
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The multivariate linear model, in which the matrix of the first order parameters is divided into two matrices: to the matrix of the useful parameters and to the matrix of the nuisance parameters, is considered. We examine eliminating transformations which eliminate the nuisance parameters without loss of information on the useful parameters and on the variance components.
Inverting covariance matrices
Czesław Stępniak (2006)
Discussiones Mathematicae Probability and Statistics
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Some useful tools in modelling linear experiments with general multi-way classification of the random effects and some convenient forms of the covariance matrix and its inverse are presented. Moreover, the Sherman-Morrison-Woodbury formula is applied for inverting the covariance matrix in such experiments.