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On eliminating transformations for nuisance parameters in multivariate linear model. (English) Zbl 1060.62068

Summary: The multivariate linear model, in which the matrix of the first order parameters is divided into two matrices: the matrix of the useful parameters and the matrix of the nuisance parameters, is considered. We examine eliminating transformations which eliminate the nuisance parameters without loss of information on the useful parameters and on the variance components.

MSC:

62J05 Linear regression; mixed models
62H12 Estimation in multivariate analysis
15A24 Matrix equations and identities
15A99 Basic linear algebra
15A04 Linear transformations, semilinear transformations
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References:

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