Best unbiased estimates for parameters of three-level multivariate data with doubly exchangeable covariance structure

DOI10.1016/J.LAA.2017.08.005zbMath1376.62035OpenAlexW2747924627MaRDI QIDQ2408942

Anuradha Roy, Miguel A. Fonseca, Arkadiusz Kozioł, Ricardo Leiva, Roman Zmyślony

Publication date: 10 October 2017

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.laa.2017.08.005

zbMATH Keywords

best unbiased estimatorcoordinate free approachdoubly exchangeable covariance structurethree-level multivariate dataunstructured mean vector

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Applications of statistics to biology and medical sciences; meta analysis (62P10) Analysis of variance and covariance (ANOVA) (62J10)

Related Items (1)

Investigation of covariance structures in modelling longitudinal ordinal responses with skew normal random effect

Cites Work

• Linear discrimination for three-level multivariate data with a separable additive mean vector and a doubly exchangeable covariance structure
• Linear discrimination for multi-level multivariate data with separable means and jointly equicorrelated covariance structure
• Optimal estimation for doubly multivariate data in blocked compound symmetric covariance structure
• Classification rules for triply multivariate data with an AR(1) correlation structure on the repeated measures over time
• Discrimination with jointly equicorrelated multi-level multivariate data
• Least squares and generalized least squares in models with orthogonal block structure
• Linear Models with Doubly Exchangeable Distributed Errors
• Estimating and Testing a Structured Covariance Matrix for Three-Level Multivariate Data
• Uniformly minimum variance unbiased estimation in various classes of estimators, I.²
• When are Gauss-Markov and Least Squares Estimators Identical? A Coordinate-Free Approach
• Quadratic Subspaces and Completeness
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