The distribution of a generalized least squares estimator with covariance adjustment

DOI10.1016/0047-259X(86)90080-1zbMATH Open0596.62059OpenAlexW2074012956MaRDI QIDQ1078956FDOQ1078956

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

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zbMATH Keywords

maximum likelihood estimatorgeneralized least squares estimatorpivotsgrowth curve model

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10)

Cites Work

• A generalized multivariate analysis of variance model useful especially for growth curve problems
• Title not available (Why is that?)
• Multivariate Beta Distributions and Independence Properties of the Wishart Distribution
• A note on a Manova model applied to problems in growth curve
• Title not available (Why is that?)
• Extendibility of spherical matrix distributions
• The general MANOVA problem
• Title not available (Why is that?)
• Title not available (Why is that?)

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
• Title not available (Why is that?)
• 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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