Displaying similar documents to “Some remarks to multivariate regression model”

Outliers in models with constraints

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.

Seemingly unrelated regression models

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.

Multivariate statistical models; solvability of basic problems

Lubomír Kubáček (2010)

Acta Universitatis Palackianae Olomucensis. Facultas Rerum Naturalium. Mathematica

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Multivariate models frequently used in many branches of science have relatively large number of different structures. Sometimes the regularity condition which enable us to solve statistical problems are not satisfied and it is reasonable to recognize it in advance. In the paper the model without constraints on parameters is analyzed only, since the greatness of the class of such problems in general is out of the size of the paper.