Eliminating transformations for nuisance parameters in multivariate linear model. (English) Zbl 1134.62345

Horová, Ivana (ed.), Summer school DATASTAT 03. Proceedings. Devoted to the memory of Pavel Osecký. Brno: Masaryk University (ISBN 80-210-3564-1/pbk). Folia Facultatis Scientiarum Naturalium Universitatis Masarykianae Brunensis. Mathematica 15, 179-192 (2004).
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.
For the entire collection see [Zbl 1061.62500].


62J05 Linear regression; mixed models
62H12 Estimation in multivariate analysis