Name
Title | ||
|---|---|---|
Uniformly minimum variance nonnegative quadratic unbiased estimation in a generalized growth curve model |
Abstract | ||
|---|---|---|
Consider the generalized growth curve model Y=@?"i"="1^mX"iB"iZ"i^'+UE subject to R(X"m)@?...@?R(X"1), where B"i are the matrices of unknown regression coefficients, and E=(@e"1,...,@e"s)^' and @e"j(j=1,...,s) are independent and identically distributed with the same first four moments as a random vector normally distributed with mean zero and covariance matrix @S. We derive the necessary and sufficient conditions under which the uniformly minimum variance nonnegative quadratic unbiased estimator (UMVNNQUE) of the parametric function tr(C@S) with C=0 exists. The necessary and sufficient conditions for a nonnegative quadratic unbiased estimator y^'Ay with y=V ec(Y^') of tr(C@S) to be the UMVNNQUE are obtained as well. |
Year | DOI | Venue |
|---|---|---|
2009 | 10.1016/j.jmva.2008.10.007 | J. Multivariate Analysis |
Keywords | Field | DocType |
sufficient condition,minimum variance nonnegative quadratic,v ec,unbiased estimator,generalized growth curve model,62h12,62j05,covariance matrix,ue subject,unbiased estimation,umvnnque,parametric function tr,mean zero,nonnegative quadratic unbiased estimator,normal distribution,minimum variance,independent and identically distributed | Econometrics,Minimum-variance unbiased estimator,Matrix (mathematics),Quadratic equation,Bias of an estimator,Multivariate random variable,Independent and identically distributed random variables,Covariance matrix,Statistics,Mathematics,Covariance | Journal |
Volume | Issue | ISSN |
100 | 5 | Journal of Multivariate Analysis |
Citations | PageRank | References |
0 | 0.34 | 0 |
Authors | ||
3 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Xiaoyong Wu | 1 | 0 | 0.34 |
| Guohua Zou | 2 | 12 | 5.72 |
| Yingfu Li | 3 | 0 | 0.34 |