Multivariate regression model with constraints

DOI10.2478/S12175-007-0022-7MaRDI QIDQ5293281zbMATH OpenOpenAlexFDO

Authors Lubomír Kubáček

Publication date 29 June 2007

Published in Mathematica Slovaca (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

Full work available at URL http://hdl.handle.net/10338.dmlcz/136954

zbMATH Keywords

confidence regionsvariance componentsWishart matrix

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Estimation in multivariate analysis (62H12) Parametric inference under constraints (62F30)

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Cited in

(2)

• Confidence regions in a multivariate regression model with constraints II
• A note on the covariance matrix of the maximum likelihood estimator in constrained multivariate linear regression

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