The maximum likelihood estimators in the growth curve model with serial covariance structure
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Publication:2388959
DOI10.1016/J.JSPI.2009.03.011zbMATH Open1368.62139OpenAlexW1988370476MaRDI QIDQ2388959FDOQ2388959
Authors: Daniel Klein, Ivan Žežula
Publication date: 22 July 2009
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2009.03.011
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Cites Work
- A generalized multivariate analysis of variance model useful especially for growth curve problems
- Maximum likelihood estimators in multivariate linear normal models
- Some results on parameter estimation in extended growth curve models
- The growth curve model: a review
- Uniqueness conditions for maximum likelihood estimators in a multivariate linear model
- Existence conditions of the uniformly minimum risk unbiased estimators in extended growth curve models
Cited In (8)
- Maximum likelihood estimators for extended growth curve model with orthogonal between-individual design matrices
- Connection between uniform and serial correlation structure in the growth curve model
- On MLEs in an extended multivariate linear growth curve model
- Title not available (Why is that?)
- A Note on the Bias and Variance of the Maximum Likelihood Estimator of the Growth Rate Parameter
- On properties of Toeplitz-type covariance matrices in models with nested random effects
- Overview of recent results in growth-curve-type multivariate linear models
- Title not available (Why is that?)
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