Confidence regions and testing statistical hypotheses in reduced linear models (Q2905559)
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scientific article; zbMATH DE number 6072850
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Confidence regions and testing statistical hypotheses in reduced linear models |
scientific article; zbMATH DE number 6072850 |
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Confidence regions and testing statistical hypotheses in reduced linear models (English)
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27 August 2012
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confidence ellipsoids
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This paper deals with a problem of statistical inference for linear regression parameters based on reduced models. If some parameters of a linear model (with large number of parameters) are neglected, the remaining parameters should be changed in such a way (if it is possible) that the new model still corresponds with the data. The author presents methods and conditions for construction of confidence regions and testing statistical linear hypotheses for regression parameters based on estimators in the reduced model.
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0.7744745016098022
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