Filters
Some remarks to multivariate regression model
Some remarks to problems of point and interval estimation, testing a problems of outliers are presented in the case of multivariate regression model....
BA - Obecná matematika
- 2006 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
Some remarks on decomposition of multivariate models into two seemingly unrelated submodels
Procedure on testing decomposition of partitioned multivariate models into two. Moreover, the partitioned multivariate model is considered either with, or without of parameter matrices in multivariate ...
BA - Obecná matematika
- 2013 •
- D
Rok uplatnění
D - Stať ve sborníku
Confidence regions in a multivariate regression model with constraints IIConfidence regions in a multivariate regression model with constraints II
The multivariate model, where not only parameters of the mean value of the observation matrix, but also some other parameters occur in constraints, is considered in the paper. Some basic inference is presented under the condition th...
BA - Obecná matematika
- 2007 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
Who's afraid of reduced-rank parameterizations of multivariate models? Theory and example
Reduced-rank restrictions can add useful parsimony to coefficient matrices of multivariate models, but their use is limited by the daunting complexity of the methods and their theory....
AH - Ekonomie
- 2004 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
Who's afraid of reduced-rank parameterizations of multivariate models? Theory and example
Reduced-rank restrictions can add useful parsimony to coefficient matrices of multivariate models, but their use is limited by the daunting complexity of the methods and their theory......
AH - Ekonomie
- 2006 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
On a class of estimators in a multivariate RCA(1) model
A class of modified least-squares estimators of parameters of a multivariate RCA(1) model is proposed and their asymptotic properties are studied in case of dependent error process......
BA - Obecná matematika
- 2011 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
Mathematical models of multivariable systems
The paper is focused on the build of a mathematical models of multivariable systems by the method of experimental identification. The created model is used. In the experimental part are identified the parameters of the math...
BC - Teorie a systémy řízení
- 2014 •
- D
Rok uplatnění
D - Stať ve sborníku
Application of aggregation operators in regime-switching models for multiple exchange rates
The aim of paper is to combine techniques of multivariate threshold modeling including testing of adequacy with aggregation operator construction of threshold variables. An illustrative application in modeling of multiv...
BA - Obecná matematika
- 2006 •
- D
Rok uplatnění
D - Stať ve sborníku
Decomposition of multivariate statistical models
The paper is focused on decomposition of a multivariate model into a system of two simpler models. The multiresponses are considered to be independent with the same covariance matrix. Tests are proposed to identify which of...
BA - Obecná matematika
- 2012 •
- Jx •
- Link
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
Výsledek na webu
Outliers in models with constraints
Outliers in univariate and multivariate regression models with constraints are under consideration. The covariance matrix is assumed to be known or to be known only partially....
BA - Obecná matematika
- 2006 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
- 1 - 10 out of 171 444