Asymptotic normality and consistency of a two-stage generalized least squares estimator in the growth curve model

DOI10.3150/08-BEJ128zbMath1155.62014arXiv0810.3995OpenAlexW3103236723MaRDI QIDQ1002543

Guohua Yan, Jian-Hua Hu

Publication date: 2 March 2009

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0810.3995

zbMATH Keywords

generalized least-squares estimator

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12)

Related Items (9)

On the oracle property of a generalized adaptive elastic-net for multivariate linear regression with a diverging number of parameters ⋮ Model determination and estimation for the growth curve model via group SCAD penalty ⋮ Estimation of parameters in the growth curve model via an outer product least squares approach for covariance ⋮ Estimation of parameters in a generalized GMANOVA model based on an outer product analogy and least squares ⋮ Multiple-response repeated measurement or multivariate growth curve model with distribution-free errors ⋮ Estimation for an additive growth curve model with orthogonal design matrices ⋮ Properties of the explicit estimators in the extended growth curve model ⋮ Unnamed Item ⋮ Estimation of parameters in the extended growth curve model via outer product least squares for covariance

Cites Work

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• Asymptotic efficiency of estimators in the multivariate linear model
• Covariance components estimation in the growth curve model
• On the Expressions of Estimability in Testing General Linear Hypotheses
• Testing Statistical Hypotheses
• A generalized multivariate analysis of variance model useful especially for growth curve problems
• Linear Statistical Inference and its Applications
• Asymptotically optimal tests for some growth curve models under non-normal error structure

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