Distribution and Density Approximations of a Maximum Likelihood Estimator in the Growth Curve Model

DOI10.1080/02331889708802573zbMATH Open0883.60017OpenAlexW2097658425MaRDI QIDQ4337764FDOQ4337764

Authors Dietrich Von Rosen

Publication date 4 March 1998

Published in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331889708802573

zbMATH Keywords

momentsdensity approximationdistribution approximationinverted Wishart distribution

Mathematics Subject Classification ID

Basic linear algebra (15A99) Distribution theory (60E99)

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Cites work

• scientific article; zbMATH DE number 3655180 (Why is no real title available?)
• scientific article; zbMATH DE number 107708 (Why is no real title available?)
• A generalized multivariate analysis of variance model useful especially for growth curve problems
• An error bound for an asymptotic expansion of the distribution function of an estimate in a multivariate linear model
• Approximating by the Wishart distribution
• Error bounds for asymptotic expansions of the distribution of the MLE in a GMANOVA model
• Growth curve analysis of complete and incomplete longitudinal data
• Maximum likelihood estimators in multivariate linear normal models
• Moments for matrix normal variables
• Moments of maximum likelihood estimators in the growth curve model
• On Moments of the Inverted Wishart Distribution
• The commutation matrix: Some properties and applications
• The distribution of a generalized least squares estimator with covariance adjustment
• The growth curve model: a review

Cited in

(12)

• Maximum likelihood estimators for extended growth curve model with orthogonal between-individual design matrices
• scientific article; zbMATH DE number 4213281 (Why is no real title available?)
• The distribution of a generalized least squares estimator with covariance adjustment
• A Note on the Bias and Variance of the Maximum Likelihood Estimator of the Growth Rate Parameter
• Distribution and density approximation of the co variance matrix in the growth curve model
• scientific article; zbMATH DE number 5218792 (Why is no real title available?)
• The maximum likelihood estimators in the growth curve model with serial covariance structure
• Error bounds for asymptotic expansions of the distribution of the MLE in a GMANOVA model
• Approximation of the Distribution of the Location Parameter in the Growth Curve Model
• Large sample estimation and prediction for explosive growth curve models
• Distribution of the product of a Wishart matrix and a normal vector
• Probability density functions useful for parametrization of heterogeneity in growth and allometry data

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