Estimation of parameters in the growth curve model via an outer product least squares approach for covariance
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Publication:414550
DOI10.1016/j.jmva.2012.02.007zbMath1238.62066OpenAlexW1987648679MaRDI QIDQ414550
S. Ejaz Ahmed, Fuxiang Liu, Jian-Hua Hu
Publication date: 11 May 2012
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2012.02.007
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Cites Work
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- Singular Wishart and multivariate beta distributions
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- Wishartness and independence of matrix quadratic forms in a normal random matrix
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- Minqe(U, I) and Umvique of the Covariance Matrix in the Growth Curve Model
- Bayesian inference for variance components using only error contrasts
- Testing Statistical Hypotheses
- 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
- Recovery of inter-block information when block sizes are unequal
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