Decomposition of multivariate statistical models

Eva Fišerová; Lubomír Kubáček

doi:10.2478/v10127-012-0004-1

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Decomposition of multivariate statistical models

Tatra Mountains Mathematical Publications

Volume 51 (2012): Issue 1 (April 2012)

By: Eva Fišerová and Lubomír Kubáček

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.

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Articles in this issue

DOI: https://doi.org/10.2478/v10127-012-0004-1 | Journal eISSN: 1338-9750 | Journal ISSN: 1210-3195

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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: 1 issue per year

Keywords:

multivariate model,

decomposition of model,

unbiased estimator,

test for decomposition,

tolerance domain for negligible parameters.

Related subjects:

Mathematics,

General mathematics

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

Volume 51 (2012): Issue 1 (April 2012)