Estimation of patterned covariance in the multivariate linear models: an outer product least-squares approach

DOI10.1080/02331888.2014.913046zbMath1396.62104MaRDI QIDQ5263987

Xiaoqian Liu, Jian-Hua Hu

Publication date: 20 July 2015

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888.2014.913046

zbMATH Keywords

estimation; least squares; multivariate linear model; outer product least squares; patterned covariance; uniform correlation; general \(q\)-dependence

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62H12: Estimation in multivariate analysis

Related Items

Multiple-response repeated measurement or multivariate growth curve model with distribution-free errors

Cites Work

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