Displaying similar documents to “Uncertainty of the design and covariance matrices in linear statistical model”

Variance components and an additional experiment

Lubomír Kubáček (2012)

Applications of Mathematics

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Estimators of parameters of an investigated object can be considered after some time as insufficiently precise. Therefore, an additional measurement must be realized. A model of a measurement, taking into account both the original results and the new ones, has a litle more complicated covariance matrix, since the variance components occur in it. How to deal with them is the aim of the paper.

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.

The Type A Uncertainty

Lubomír Kubáček, Eva Tesaříková (2011)

Acta Universitatis Palackianae Olomucensis. Facultas Rerum Naturalium. Mathematica

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If in the model of measurement except useful parameters, which are to be determined, other auxiliary parameters occur as well, which were estimated from another experiment, then the type A and B uncertainties of measurement results must be taken into account. The type A uncertainty is caused by the new experiment and the type B uncertainty characterizes an accuracy of the parameters which must be used in estimation of useful parameters. The problem is to estimate of the type A uncertainty...

Uncertainty of coordinates and looking for dispersion of GPS receiver

Pavel Tuček, Jaroslav Marek (2006)

Acta Universitatis Palackianae Olomucensis. Facultas Rerum Naturalium. Mathematica

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The aim of the paper is to show some possible statistical solution of the estimation of the dispersion of the GPS receiver. The presented method (based on theory of linear model with additional constraints of type I) can serve for an improvement of the accuracy of estimators of coordinates acquired from the GPS receiver.

Ridge Estimator Revisited

Lubomír Kubáček (2012)

Acta Universitatis Palackianae Olomucensis. Facultas Rerum Naturalium. Mathematica

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Bad conditioned matrix of normal equations in connection with small values of model parameters is a source of problems in parameter estimation. One solution gives the ridge estimator. Some modification of it is the aim of the paper. The behaviour of it in models with constraints is investigated as well.