Multivariate regression model with constraints |
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| Authors: | Lubomír Kubáček |
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| Institution: | (1) Katedra matematické analyzy a aplikované matematiky, PF Univerzita Palackého, Tomkova 40, CZ-779 00 Olomouc, Česká Republika |
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| Abstract: | 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.
Supported by the Council of Czech Government J14/98: 153100011. |
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| Keywords: | multivariate regression model with constraints parameter estimator confidence region variance component Wishart matrix |
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