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Multivariate models with constraints confidence regions
Acta Universitatis Palackianae Olomucensis. Facultas Rerum Naturalium. Mathematica, Tome 47 (2008) no. 1, pp. 83-100 Cet article a éte moissonné depuis la source Czech Digital Mathematics Library

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In multivariate linear statistical models with normally distributed observation matrix a structure of a covariance matrix plays an important role when confidence regions must be determined. In the paper it is assumed that the covariance matrix is a linear combination of known symmetric and positive semidefinite matrices and unknown parameters (variance components) which are unbiasedly estimable. Then insensitivity regions are found for them which enables us to decide whether plug-in approach can be used for confidence regions.
In multivariate linear statistical models with normally distributed observation matrix a structure of a covariance matrix plays an important role when confidence regions must be determined. In the paper it is assumed that the covariance matrix is a linear combination of known symmetric and positive semidefinite matrices and unknown parameters (variance components) which are unbiasedly estimable. Then insensitivity regions are found for them which enables us to decide whether plug-in approach can be used for confidence regions.
Classification : 62F30, 62H12, 62J05
Keywords: multivariate model; constraints; variance components; plug-in estimator; insensitivity region 
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Kubáček, Lubomír. Multivariate models with constraints confidence regions. Acta Universitatis Palackianae Olomucensis. Facultas Rerum Naturalium. Mathematica, Tome 47 (2008) no. 1, pp. 83-100. http://geodesic.mathdoc.fr/item/AUPO_2008_47_1_a7/

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