Multivariate Statistical Models Revisited

Kód výsledku v 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>

Výsledek na webu

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DOI - Digital Object Identifier

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Jazyk výsledku

angličtina

Název v původním jazyce

Multivariate Statistical Models Revisited

Popis výsledku v původním jazyce

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

Název v anglickém jazyce

Multivariate Statistical Models Revisited

Popis výsledku anglicky

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

Druh

B - Odborná kniha

CEP obor

BA - Obecná matematika

OECD FORD obor

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Projekt

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Návaznosti

Z - Vyzkumny zamer (s odkazem do CEZ)

Rok uplatnění

2008

Kód důvěrnosti údajů

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

ISBN

978-80-244-2212-1

Počet stran knihy

243

Název nakladatele

Univerzita Palackého

Místo vydání

Olomouc

Kód UT WoS knihy

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