Estimating covariance in a growth curve model

DOI10.1016/0024-3795(93)00057-7zbMath0812.62062MaRDI QIDQ1345505

Chi Song Wong, Joe Masaro, Weicai Deng

Publication date: 15 May 1995

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

Full work available at URL: https://doi.org/10.1016/0024-3795(93)00057-7

zbMATH Keywords

best quadratic unbiased estimator; explicit formula; multivariate elliptically contoured random matrix

Mathematics Subject Classification ID

62H12: Estimation in multivariate analysis

15B52: Random matrices (algebraic aspects)

Related Items

Generalized Least Squares Estimation in Contingency Tables Analysis: Asymptotic Properties and Applications, Estimation in a growth curve model with singular covariance, Wishart-Laplace distributions associated with matrix quadratic forms

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