| Title:
|
Test of linear hypothesis in multivariate models (English) |
| Author:
|
Kubáček, Lubomír |
| Language:
|
English |
| Journal:
|
Kybernetika |
| ISSN:
|
0023-5954 |
| Volume:
|
43 |
| Issue:
|
4 |
| Year:
|
2007 |
| Pages:
|
463-470 |
| Summary lang:
|
English |
| . |
| Category:
|
math |
| . |
| Summary:
|
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. (English) |
| Keyword:
|
multivariate model |
| Keyword:
|
linear hypothesis |
| Keyword:
|
variance components |
| Keyword:
|
insensitive region |
| MSC:
|
62H15 |
| MSC:
|
62J05 |
| idZBL:
|
Zbl 1134.62034 |
| idMR:
|
MR2377924 |
| . |
| Date available:
|
2009-09-24T20:25:36Z |
| Last updated:
|
2012-06-06 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/135788 |
| . |
| Reference:
|
[1] Anderson T. W.: Introduction to Multivariate Statistical Analysis.Wiley, New York 1958 Zbl 1039.62044, MR 0091588 |
| Reference:
|
[2] Kubáček L., Kubáčková, L., Volaufová J.: Statistical Models with Linear Structures.Veda (Publishing House of Slovak Academy of Sciences), Bratislava 1995 |
| Reference:
|
[3] Lešanská E.: Optimization of the size of nonsensitiveness regions.Appl. Math. 47 (2002), 9–23 MR 1876489 |
| Reference:
|
[4] Rao C. R.: Linear Statistical Inference and Its Applications.Second edition. Wiley, New York 1973 Zbl 0256.62002, MR 0346957 |
| Reference:
|
[5] Rao C. R., Kleffe J.: Estimation of Variance Components and Applications.North–Holland, Amsterdam 1988 Zbl 0645.62073, MR 0933559 |
| Reference:
|
[6] Rao C. R., Mitra S. K.: Generalized Inverse of Matrices and Its Applications.Wiley, New York 1971 Zbl 0261.62051, MR 0338013 |
| . |
