Moments of maximum likelihood estimators in the growth curve model

DOI10.1080/02331889108802291zbMath0738.62067MaRDI QIDQ3971444

Dietrich von Rosen

Publication date: 25 June 1992

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331889108802291

zbMATH Keywords

growth curve model; maximum likelihood estimator; covariates; multivariate linear model; moments of estimators; inverted Wishart distribution; moments of order up to 6; Potthoff and Roy model; unknown dispersion matrix

Mathematics Subject Classification ID

62H99: Multivariate analysis

62H12: Estimation in multivariate analysis

62F99: Parametric inference

Related Items

Best quadratic and positive semidefinite unbiased estimation of the variance matrix of the multivariate normal distribution, Distribution and Density Approximations of a Maximum Likelihood Estimator in the Growth Curve Model, Estimation in a growth curve model with singular covariance, Distribution and density approximation of the co variance matrix in the growth curve model, The growth curve model: a review

Cites Work

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