Geodesic
Multivariate models with constraints confidence regions
Acta Universitatis Palackianae Olomucensis. Facultas Rerum Naturalium. Mathematica, Tome 47 (2008) no. 1, pp. 83-100.

Voir la notice de l'article provenant de la source Czech Digital Mathematics Library

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 
@article{AUPO_2008__47_1_a7,
     author = {Kub\'a\v{c}ek, Lubom{\'\i}r},
     title = {Multivariate models with constraints confidence regions},
     journal = {Acta Universitatis Palackianae Olomucensis. Facultas Rerum Naturalium. Mathematica},
     pages = {83--100},
     publisher = {mathdoc},
     volume = {47},
     number = {1},
     year = {2008},
     mrnumber = {2482719},
     zbl = {1165.62043},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/AUPO_2008__47_1_a7/}
}
TY  - JOUR
AU  - Kubáček, Lubomír
TI  - Multivariate models with constraints confidence regions
JO  - Acta Universitatis Palackianae Olomucensis. Facultas Rerum Naturalium. Mathematica
PY  - 2008
SP  - 83
EP  - 100
VL  - 47
IS  - 1
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/AUPO_2008__47_1_a7/
LA  - en
ID  - AUPO_2008__47_1_a7
ER  - 
%0 Journal Article
%A Kubáček, Lubomír
%T Multivariate models with constraints confidence regions
%J Acta Universitatis Palackianae Olomucensis. Facultas Rerum Naturalium. Mathematica
%D 2008
%P 83-100
%V 47
%N 1
%I mathdoc
%U http://geodesic.mathdoc.fr/item/AUPO_2008__47_1_a7/
%G en
%F AUPO_2008__47_1_a7
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/