Some results on parameter estimation in extended growth curve models

DOI10.1016/S0378-3758(00)00084-7zbMath0951.62045OpenAlexW2087335659WikidataQ127952144 ScholiaQ127952144MaRDI QIDQ1580005

Qi-Guang Wu

Publication date: 27 December 2000

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

Full work available at URL: https://doi.org/10.1016/s0378-3758(00)00084-7

zbMATH Keywords

maximum likelihood estimatortransitive groupquadratic lossminimax estimatormatrix lossaffine transformation groupuniformly minimum risk equivariant estimator

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Admissibility in statistical decision theory (62C15)

Related Items (4)

The maximum likelihood estimators in the growth curve model with serial covariance structure ⋮ Special variance structures in the growth curve model ⋮ Unnamed Item ⋮ Estimating parameters in extended growth curve models with special covariance structures

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
• Existence conditions of the uniformly minimum risk unbiased estimators in extended growth curve models
• An extension of the growth curve model
• Prediction and Estimation of Growth Curves With Special Covariance Structures
• 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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