Abstract
The aim of the paper is to present explicit formulae for parameter estimators and confidence regions in multivariate regression model with different kind of constraints and to give some comments to it. The covariance matrix of observation is either totally known, or some unknown parameters of it must be estimated, or the covariance matrix is totally unknown.
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Communicated by Gejza Wimmer
Supported by the Council of Czech Government J14/98: 153100011.
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Kubáček, L. Multivariate regression model with constraints. Math. Slovaca 57, 271–296 (2007). https://doi.org/10.2478/s12175-007-0022-7
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DOI: https://doi.org/10.2478/s12175-007-0022-7