The distribution of a generalized least squares estimator with covariance adjustment

DOI10.1016/0047-259X(86)90080-1MaRDI QIDQ1078956zbMATH OpenOpenAlexFDO

Authors B. George

Publication date 1986

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0047-259x(86)90080-1

zbMATH Keywords

maximum likelihood estimatorgeneralized least squares estimatorpivotsgrowth curve model

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10)

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Cites work

• scientific article; zbMATH DE number 3301943 (Why is no real title available?)
• scientific article; zbMATH DE number 3344241 (Why is no real title available?)
• scientific article; zbMATH DE number 3368032 (Why is no real title available?)
• scientific article; zbMATH DE number 3400325 (Why is no real title available?)
• A generalized multivariate analysis of variance model useful especially for growth curve problems
• A note on a Manova model applied to problems in growth curve
• Extendibility of spherical matrix distributions
• Multivariate Beta Distributions and Independence Properties of the Wishart Distribution
• The general MANOVA problem

Cited in

(11)

• Form and selection of covariance adjusted estimators in repeated measures models
• On Moments of the Inverted Wishart Distribution
• The mle algorithm for the matrix normal distribution
• Moments of maximum likelihood estimators in the growth curve model
• scientific article; zbMATH DE number 6775495 (Why is no real title available?)
• Exact distributions of MLEs of regression coefficients in GMANOVA-MANOVA model
• Distribution and density approximation of the co variance matrix in the growth curve model
• Approximation of the Distribution of the Location Parameter in the Growth Curve Model
• The growth curve model: a review
• Least-squares theory based on general distributional assumptions with an application to the incomplete observations problem
• Distribution and Density Approximations of a Maximum Likelihood Estimator in the Growth Curve Model

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