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Decomposition of multivariate statistical models Cover
Open Access
|Nov 2012

Abstract

The paper is focused on decomposition of a multivariate model into a system of two simpler models. The multiresponses are considered to be in- dependent with the same covariance matrix. Tests are proposed to identify which of the two models should be used in order to obtain more efficient estimators. In a case of partly known model parameters, a tolerance domain for negligible parameters is given.

DOI: https://doi.org/10.2478/v10127-012-0004-1 | Journal eISSN: 1338-9750 | Journal ISSN: 12103195
Language: English
Page range: 33 - 43
Published on: Nov 13, 2012
Published by: Slovak Academy of Sciences, Mathematical Institute
In partnership with: Paradigm Publishing Services
Publication frequency: 3 issues per year

© 2012 Eva Fišerová, Lubomír Kubáček, published by Slovak Academy of Sciences, Mathematical Institute
This work is licensed under the Creative Commons License.