A decomposition of a multivariate model into a system of twosimpler multivariate models is considered. It is proposed a test for decision whichof models should be used in order to obtain more efficient estimators. For a case,when a part of parameters is known, it is given a tolerance domain such that if theparameters lie within this domain, then it is better to neglect these parameters.
@article{149,
title = {Decomposition of multivariate statistical models},
journal = {Tatra Mountains Mathematical Publications},
volume = {51},
year = {2012},
doi = {10.2478/tatra.v51i1.149},
language = {EN},
url = {http://dml.mathdoc.fr/item/149}
}
Fišerová, Eva; Kubáček, Lubomír. Decomposition of multivariate statistical models. Tatra Mountains Mathematical Publications, Tome 51 (2012) . doi : 10.2478/tatra.v51i1.149. http://gdmltest.u-ga.fr/item/149/