Moments for a multivariate linear model with an application to the growth curve model

DOI10.1016/0047-259X(90)90027-FzbMath0706.62052MaRDI QIDQ918602

Dietrich von Rosen

Publication date: 1990

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

asymptotic results; maximum likelihood estimators; linear restrictions; extended growth curve model; dispersion matrix; Wishart; estimator of the mean; expectation of the estimated dispersion matrix; inverse beta; inverted Wishart; moments of estimators; multivariate linear normal model

Mathematics Subject Classification ID

62H12: Estimation in multivariate analysis

Related Items

Uniqueness conditions for maximum likelihood estimators in a multivariate linear model, Influential observation in the growth curve model with unstructured covariance matrix, Local influence assessment in the growth curve model with unstructured covariance, Residuals in the growth curve model, Multiple outlier detection in growth curve model with unstructured covariance matrix, Analysis of cross-over designs via growth curve models, The growth curve model: a review, Residuals in the Extended Growth Curve Model

Cites Work

• Maximum likelihood estimators in multivariate linear normal models
• A note on a Manova model applied to problems in growth curve
• An extension of the growth curve model
• A generalized multivariate analysis of variance model useful especially for growth curve problems