Existence conditions of the uniformly minimum risk unbiased estimators in extended growth curve models

DOI10.1016/S0378-3758(97)00119-5zbMath0924.62057MaRDI QIDQ1299477

Qi-Guang Wu

Publication date: 9 November 1999

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

zbMATH Keywords

convex lossesextended growth curve modelsmatrix lossesuniformly minimum risk unbiased estimators

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Point estimation (62F10) Minimax procedures in statistical decision theory (62C20)

Related Items (8)

The maximum likelihood estimators in the growth curve model with serial covariance structure ⋮ Existence conditions for the uniformly minimum risk unbiased estimators in a class of linear models ⋮ Properties of the explicit estimators in the extended growth curve model ⋮ Special variance structures in the growth curve model ⋮ Unnamed Item ⋮ Estimating parameters in extended growth curve models with special covariance structures ⋮ Some results on parameter estimation in extended growth curve models ⋮ Estimation of parameters in the extended growth curve model via outer product least squares for covariance

Cites Work

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• Uniqueness conditions for maximum likelihood estimators in a multivariate linear model
• Maximum likelihood estimators in multivariate linear normal models
• An extension of the growth curve model
• Sample reuse procedures for prediction of the unobserved portion of a partially observed vector
• A generalized multivariate analysis of variance model useful especially for growth curve problems

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