Estimation and testing hypotheses of parameters in normal multivariate models with BCS covariance structure

Seminário de Estatística e Gestão do Risco 


Orador: Roman Zmyslony, University of Zielona Gora

Data: 24 maio 2017 (4ª feira)

Hora: 14h00

Local: Sala 1.3, ed. VII, FCT NOVA


Abstract: The problem of testing hypotheses both for parameters of expectation and covariance will be consider. The properties of Jordan algebra are important  and very useful for estimation and testing hypotheses in model with BCS structure. In fact the testing hypotheses is based on BUE (best unbiased  estimators) for both kind of parameters.


Financiado através do projeto UID/MAT/00297/2013.