Estimation in connecting measurements with constraints of type II. (English) Zbl 1060.62062

Summary: This paper is a continuation of the author’s paper [ibid. 42, 69–86 (2003; Zbl 1046.62059)]. It dealt with parameter estimation in connecting two-stage measurements with constraints of type I. Unlike that paper, the current paper is concerned with a model with additional constraints of type II binding parameters of both stages. The article is devoted primarily to the computational aspects of algorithms of L. Kubáček and the author, submitted for publication, and its aim is to show the power of \({\mathcal H}^*\)-optimum estimators.
The aim of the paper is to contribute to a numerical solution of the estimation problem in the two stage model, where constraints of type II occur in the second stage.


62H12 Estimation in multivariate analysis
62J05 Linear regression; mixed models
65C60 Computational problems in statistics (MSC2010)


Zbl 1046.62059
Full Text: EuDML


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