Moments of maximum likelihood estimators in the growth curve model

DOI10.1080/02331889108802291zbMath0738.62067OpenAlexW2049090258MaRDI QIDQ3971444

Dietrich von Rosen

Publication date: 25 June 1992

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331889108802291

zbMATH Keywords

growth curve modelmaximum likelihood estimatorcovariatesmultivariate linear modelmoments of estimatorsinverted Wishart distributionmoments of order up to 6Potthoff and Roy modelunknown dispersion matrix

Mathematics Subject Classification ID

Multivariate analysis (62H99) Estimation in multivariate analysis (62H12) Parametric inference (62F99)

Related Items (6)

Best quadratic and positive semidefinite unbiased estimation of the variance matrix of the multivariate normal distribution ⋮ Distribution of the product of a Wishart matrix and a normal vector ⋮ 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 ⋮ Estimation in a growth curve model with singular covariance ⋮ The growth curve model: a review

Cites Work

• The commutation matrix: Some properties and applications
• An error bound for an asymptotic expansion of the distribution function of an estimate in a multivariate linear model
• The distribution of a generalized least squares estimator with covariance adjustment
• Error bounds for asymptotic expansions of the distribution of the MLE in a GMANOVA model
• A note on a Manova model applied to problems in growth curve
• The growth curve model: a review
• Moments for matrix normal variables
• Growth curve analysis of complete and incomplete longitudinal data
• Some results for the GMANOVA model
• A mixture of the manova and gmanova models

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