174 research outputs found

    On the Hsu condition in a replicated regression model

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    On a generalization of the orthogonal regression

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    summary:The parameters of the linear conform transformation between two twodimensional coordinate systems should be estimated from the results of the measurement performed in both systems. The aim of the measurement is to determine the coordinates of NN points which are called identical. The maximum-likehood solution of this problem is given

    Regression model with estimated covariance matrix

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    Locally best quadratic estimators

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    Confidence regions in a multivariate regression model with constraints II

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    Multivariate models with constraints confidence regions

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    summary:In multivariate linear statistical models with normally distributed observation matrix a structure of a covariance matrix plays an important role when confidence regions must be determined. In the paper it is assumed that the covariance matrix is a linear combination of known symmetric and positive semidefinite matrices and unknown parameters (variance components) which are unbiasedly estimable. Then insensitivity regions are found for them which enables us to decide whether plug-in approach can be used for confidence regions

    Comment on C. R. Rao's MINQUE for replicated observations

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    Equivalent algorithms for estimation in linear model with conditions

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    Repeated regression experiment and estimation of variance components

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    Locally and uniformly best estimators in replicated regression model

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    summary:The aim of the paper is to estimate a function γ=tr(Dββ)+tr(C)\gamma=tr(D\beta\beta')+tr(C\sum) (with d,Cd, C known matrices) in a regression model (Y,Xβ,)(Y, X\beta,\sum) with an unknown parameter β\beta and covariance matrix \sum. Stochastically independent replications Y1,,YmY_1,\ldots, Y_m of the stochastic vector YY are considered, where the estimators of XβX\beta and \sum are Yˉ=1mi=1mYi\bar{Y}=\frac 1 m \sum ^m _{i=1} Y_i and ^=(m1)1i=1m(YiYˉ)(YiYˉ)\hat{\sum}=(m-1)^{-1} \sum^m_{i=1}(Y_i-\bar{Y})(Y_i-\bar{Y})', respectively. Locally and uniformly best inbiased estimators of the function γ\gamma, based on Yˉ\bar{Y} and ^\hat{\sum}, are given
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