Decomposition of multivariate statistical models

Abstract

A decomposition of a multivariate model into a system of two
simpler multivariate models is considered. It is proposed a test for decision which
of models should be used in order to obtain more efficient estimators. For a case,
when a part of parameters is known, it is given a tolerance domain such that if the
parameters lie within this domain, then it is better to neglect these parameters.