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Keywords:
multivariate model; constraints; variance components; plug-in estimator; insensitivity region
multivariate model; constraints; variance components; plug-in estimator; insensitivity region
Summary:
In multivariate linear statistical models with normally distributed observation matrix a structure of a covariance matrix plays an important role when confidence regions must be determined. In the paper it is assumed that the covariance matrix is a linear combination of known symmetric and positive semidefinite matrices and unknown parameters (variance components) which are unbiasedly estimable. Then insensitivity regions are found for them which enables us to decide whether plug-in approach can be used for confidence regions.
References:
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[5] Rao C. R.: Linear Statistical Inference, Its Applications. : J. Wiley, New York–London–Sydney. 1965. MR 0221616
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