Displaying similar documents to “On Gaussian conditional independence structures”

External properness

Moisés Bonilla, Michel Malabre, Jaime Pacheco (2008)

Kybernetika

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In this paper, we revisit the structural concept of properness. We distinguish between the properness of the whole system, here called internal properness, and the properness of the “observable part” of the system. We give geometric characterizations for this last properness concept, namely external properness.

Test of linear hypothesis in multivariate models

Lubomír Kubáček (2007)

Kybernetika

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In regular multivariate regression model a test of linear hypothesis is dependent on a structure and a knowledge of the covariance matrix. Several tests procedures are given for the cases that the covariance matrix is either totally unknown, or partially unknown (variance components), or totally known.