The distribution of a generalized least squares estimator with covariance adjustment

DOI10.1016/0047-259X(86)90080-1zbMath0596.62059OpenAlexW2074012956MaRDI QIDQ1078956

B. George

Publication date: 1986

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0047-259x(86)90080-1

zbMATH Keywords

growth curve modelmaximum likelihood estimatorgeneralized least squares estimatorpivots

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10)

Related Items (9)

Moments of maximum likelihood estimators in the growth curve model ⋮ Approximation of the Distribution of the Location Parameter in the Growth Curve Model ⋮ Distribution and Density Approximations of a Maximum Likelihood Estimator in the Growth Curve Model ⋮ Distribution and density approximation of the co variance matrix in the growth curve model ⋮ On Moments of the Inverted Wishart Distribution ⋮ Exact distributions of MLEs of regression coefficients in GMANOVA-MANOVA model ⋮ The growth curve model: a review ⋮ The mle algorithm for the matrix normal distribution ⋮ Form and selection of covariance adjusted estimators in repeated measures models

Cites Work

• The general MANOVA problem
• Extendibility of spherical matrix distributions
• A note on a Manova model applied to problems in growth curve
• Multivariate Beta Distributions and Independence Properties of the Wishart Distribution
• A generalized multivariate analysis of variance model useful especially for growth curve problems
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