Effects of the estimation of covariance matrix parameters in the generalized multivariate linear model

DOI10.1080/03610928408828707zbMath0557.62054OpenAlexW2079214694MaRDI QIDQ3221211

Gregory C. Reinsel

Publication date: 1984

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928408828707

zbMATH Keywords

predictionerrorgeneralized least squares estimatorcovariance matrices with linear structuregeneralized multivariate linear modelprediction mean square

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)

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Cites Work

• Asymptotically efficient estimation of covariance matrices with linear structure
• A note on a Manova model applied to problems in growth curve
• Sample reuse procedures for prediction of the unobserved portion of a partially observed vector
• Second-order expansion of mean squared error matrix of generalized least squares estimator with estimated parameters
• Prediction error in a linear model with estimated parameters
• A generalized multivariate analysis of variance model useful especially for growth curve problems
• The theory of least squares when the parameters are stochastic and its application to the analysis of growth curves