Multivariate statistical models; solvability of basic problems. (English) Zbl 1228.62067

Summary: Multivariate models frequently used in many branches of science have a relatively large number of different structures. Sometimes the regularity conditions which enable us to solve statistical problems are not satisfied and it is reasonable to recognize them in advance. In this paper a model without constraints on the parameters is analyzed only, since the amount of the class of such problems in general is out of the size of the paper.


62H12 Estimation in multivariate analysis
62H05 Characterization and structure theory for multivariate probability distributions; copulas
62J05 Linear regression; mixed models
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