Minimax estimates in regression model with restrictions on parameters and with variance matrix belonging to a special class of variance matrices

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Authors	MICHÁLEK Jaroslav NAKONECHNY Olexander
Year of publication	1998
Type	Article in Proceedings
Conference	Summer School DATASTAT 97 Proceedings
MU Faculty or unit	Faculty of Science
Citation
Field	General mathematics
Keywords	Lagrange multipliers; linear operator on matrices; minimax estimates; regression model under restrictions; variance matrix
Description	The linear regression model with restrictions on parameters and with unknown variance matrix which belongs to a special class of variance matrices is studied.
Related projects:	Functional-differential equations and mathematical-statistical models