Multivariate Statistical Models Revisited

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61989592%3A15310%2F08%3A00010215" target="_blank" >RIV/61989592:15310/08:00010215 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Result language
angličtina
Original language name
Multivariate Statistical Models Revisited
Original language description
Basic problems of estimation theory and testing statistical hypotheses are dealt with in the book. An approach is new and general, e.g. no assumptions on regularity of models are assumed, insensitivity regions are investigated and model with constraintsare considered. A class of models with constraints are divided into two classes, i.e. models with type I constraints (in the constraints only the parameters of the models occur) and models with type II constraints (besides the parameters of the model other parameters, not occuring in the model, are involved in the constraints). Since unknown parameters of covariance matrices are assumed, their estimators are investigated and a possibility to use such estimators in an estimation of the parameters of themean value of the observation matrix is analyzed. In the analysis the insensitivity regions are useful. i.e. the region around the true values of covariance matrix parameters, where small changes of them are only of negligible influence o
Czech name
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Czech description
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Publication year
2008
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

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