Asymptotic properties of the growth curve model with covariance components
type: Item
instance of: scholarly article
title: Asymptotic properties of the growth curve model with covariance components
zbMATH Open document ID: 0898.62067
DOI: 10.1023/A:1022292610537
published in: Applications of Mathematics
publication date: 1998-09-28T00:00:00Z
full work available at URL: https://eudml.org/doc/32967
review text: In a multivariate regression (growth curve model) model the covariance matrix of the observation matrix is considered in the form of a tensor product. The first term in this product is a known matrix, the other term is a linear combination of known matrices and unknown parameters (covariance components). The explicit form of the locally best estimators of the covariance components under normality and asymptotic confidence ellipsoids for certain linear functions of the first order parameters (parameters of the mean value of the observation matrix) estimating simultaneously the first and the second order parameters are derived in the case of replicated observations.
Mathematics Subject Classification ID: 62H12
Mathematics Subject Classification ID: 62F12
Mathematics Subject Classification ID: 62J12
zbMATH DE Number: 1203976
zbMATH Keywords: replicated growth curve model
zbMATH Keywords: covariance components
zbMATH Keywords: multivariate regression
zbMATH Keywords: asymptotic confidence regions
author: Ivan Žežula
MaRDI profile type: Publication
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cites work: Covariance components estimation in the growth curve model
OpenAlex ID: W2588673782
description: scientific article; zbMATH DE number 1203976