Sensitivity Analysis for the Decomposition of Mixed Partitioned Multivariate Models into Two Seemingly Unrelated Submodels
The paper is focused on the decomposition of mixed partitioned multivariate models into two seemingly unrelated submodels in order to obtain more efficient estimators. The multiresponses are independently normally distributed with the same covariance matrix. The partitioned multivariate model is co...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Austrian Statistical Society
2014-06-01
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| Series: | Austrian Journal of Statistics |
| Online Access: | http://www.ajs.or.at/index.php/ajs/article/view/29 |