Multivariate regression model with constraints

被引：5

作者：

Kubacek, Lubomir ^{[1
]}

机构：

[1] PF Univ Palackeho, CZ-77900 Olomouc, Czech Republic

来源：

MATHEMATICA SLOVACA | 2007年 / 57卷 / 03期

关键词：

multivariate regression model with constraints; parameter estimator; confidence region; variance component; wishart matrix;

D O I：

10.2478/s12175-007-0022-7

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

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. (c) 2007 Mathematical Institute Slovak Academy of Sciences.

引用

页码：271 / 296

页数：26

共 50 条

[1] Confidence regions in a multivariate regression model with constraints II
Kubacek, Lubomir
MATHEMATICA SLOVACA, 2007, 57 (06) : 571 - 588
[2] CRITERIA AND CONSTRAINTS IN MULTIVARIATE REGRESSION
GOLDBERG.AS
ECONOMETRICA, 1971, 39 (04) : 166 - &
[3] Multivariate regression via Stiefel manifold constraints
Bakir, GH
Gretton, A
Franz, M
Schölkopf, B
PATTERN RECOGNITION, 2004, 3175 : 262 - 269
[4] BAYESIAN APPROACH TO MULTIVARIATE REGRESSION SUBJECT TO LINEAR CONSTRAINTS
TIAO, GC
TAN, WY
CHANG, YC
ECONOMETRICA, 1971, 39 (04) : 136 - &
[5] Robust estimation of multivariate regression model
Li, Jiantao
Zheng, Min
STATISTICAL PAPERS, 2009, 50 (01) : 81 - 100
[6] A Multivariate Generalized Poisson Regression Model
Famoye, Felix
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2015, 44 (03) : 497 - 511
[7] Censored Multivariate Linear Regression Model
Sousa, Rodney
Pereira, Isabel
Silva, Maria Eduarda
RECENT DEVELOPMENTS IN STATISTICS AND DATA SCIENCE, SPE2021, 2022, 398 : 293 - 307
[8] Model selection in multivariate semiparametric regression
Li, Zhuokai
Liu, Hai
Tu, Wanzhu
STATISTICAL METHODS IN MEDICAL RESEARCH, 2018, 27 (10) : 3026 - 3038
[9] Some remarks to multivariate regression model
Kubáček L.
Applications of Mathematics, 2006, 51 (6) : 565 - 582
[10] Bayesian Inference of a Multivariate Regression Model
Sinay, Marick S.
Hsu, John S. J.
JOURNAL OF PROBABILITY AND STATISTICS, 2014, 2014

← 1 2 3 4 5 →