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 (2007)
Mathematica Slovaca
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Kubáček, L. (1994)
Acta Mathematica Universitatis Comenianae. New Series
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Lubomír Kubáček (2008)
Acta Universitatis Palackianae Olomucensis. Facultas Rerum Naturalium. Mathematica
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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...
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.