Some remarks on decomposition of multivariate models into two seemingly unrelated submodels
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61989592%3A15310%2F13%3A33145898" target="_blank" >RIV/61989592:15310/13:33145898 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
Some remarks on decomposition of multivariate models into two seemingly unrelated submodels
Original language description
Procedure on testing decomposition of partitioned multivariate models into two seemingly unrelated submodels in order to obtain more efficient estimators is presented. The multiresponses are independently normally distributed with the same covariance matrix. Moreover, the partitioned multivariate model is considered either with, or without an intercept. The elimination transformation of the intercept that leads to the same BLUEs of parameter matrices in multivariate models with and without intercept isstated. Due to the elimination transformation the same procedure for testing decomposition can be applied for models with and without the intercept.
Czech name
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Czech description
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Classification
Type
D - Article in proceedings
CEP classification
BA - General mathematics
OECD FORD branch
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Result continuities
Project
<a href="/en/project/EE2.3.20.0170" target="_blank" >EE2.3.20.0170: Building of Research Team in the Field of Environmental Modeling and the Use of Geoinformation Systems with the Consequence in Participation in International Networks and Programs</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)<br>S - Specificky vyzkum na vysokych skolach
Others
Publication year
2013
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
Computer data analysis and modeling: theoretical and applied stochastics. Proceedings of 10th international conference
ISBN
978-985-553-137-2
ISSN
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e-ISSN
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Number of pages
6
Pages from-to
36-41
Publisher name
Publishing Center of Belarusian State University
Place of publication
Minsk
Event location
Minsk
Event date
Sep 10, 2013
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
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