Multivariate regression model with constraints

Mathematica Slovaca

Lubomír Kubáček¹ 

关键词: multivariate regression model with constraints;    parameter estimator;    confidence region;    variance component;    Wishart matrix;   

DOI  :  10.2478/s12175-007-0022-7

学科分类：数学（综合）

来源: Slovenska Akademia Vied * Matematicky Ustav / Slovak Academy of Sciences, Mathematical Institute

【 摘 要 】

The aim of the paper is to present explicit formulae for parameter estimators and confidence regions in multivariate regression model with different kind of constraints and to give some comments to it. The covariance matrix of observation is either totally known, or some unknown parameters of it must be estimated, or the covariance matrix is totally unknown.

【 授权许可】

Unknown