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On eliminating transformations for nuisance parameters in multivariate linear model
Acta Universitatis Palackianae Olomucensis. Facultas Rerum Naturalium. Mathematica, Tome 43 (2004) no. 1, pp. 87-104 Cet article a éte moissonné depuis la source Czech Digital Mathematics Library

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The multivariate linear model, in which the matrix of the first order parameters is divided into two matrices: to the matrix of the useful parameters and to the matrix of the nuisance parameters, is considered. We examine eliminating transformations which eliminate the nuisance parameters without loss of information on the useful parameters and on the variance components.
The multivariate linear model, in which the matrix of the first order parameters is divided into two matrices: to the matrix of the useful parameters and to the matrix of the nuisance parameters, is considered. We examine eliminating transformations which eliminate the nuisance parameters without loss of information on the useful parameters and on the variance components.
Classification : 15A04, 15A24, 15A99, 62H12, 62J05
Keywords: multivariate linear regression model; useful and nuisance parameters; LBLUE; eliminating transformation 
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Kunderová, Pavla. On eliminating transformations for nuisance parameters in multivariate linear model. Acta Universitatis Palackianae Olomucensis. Facultas Rerum Naturalium. Mathematica, Tome 43 (2004) no. 1, pp. 87-104. http://geodesic.mathdoc.fr/item/AUPO_2004_43_1_a8/

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