Necessary and sufficient conditions for the existence of the UMRE estimator in growth curve models
zbMATH Open0821.62027MaRDI QIDQ1895488FDOQ1895488
Authors: Qiguang Wu
Publication date: 3 October 1995
Published in: Science in China. Series A (Search for Journal in Brave)
Recommendations
- scientific article; zbMATH DE number 1559117
- scientific article; zbMATH DE number 1187396
- The existence of the uniformly minimum risk equivariant estimator in sure model
- Existence conditions of the uniformly minimum risk unbiased estimators in extended growth curve models
- Existence of the uniformly minimum risk equivariant estimators of parameters in a class of normal linear models
necessary and sufficient conditionsserial covariance structurearbitrary covariance matrixquadratic lossesaffine group of transformationsmatrix lossesuniform covariance structureexistence of the uniformly minimum risk equivariant estimatornormal growth curve modelstransitive group of transformations
Linear inference, regression (62J99) Foundations and philosophical topics in statistics (62A01) Estimation in multivariate analysis (62H12)
Cited In (6)
- Title not available (Why is that?)
- Some results on parameter estimation in extended growth curve models
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Existence conditions for the uniformly minimum risk unbiased estimators in a class of linear models
This page was built for publication: Necessary and sufficient conditions for the existence of the UMRE estimator in growth curve models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1895488)