Uniqueness conditions for maximum likelihood estimators in a multivariate linear model

DOI10.1016/0378-3758(93)90129-TMaRDI QIDQ689395zbMATH OpenFDO

Authors Dietrich Von Rosen

Publication date 5 December 1993

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

zbMATH Keywords

meanmaximum likelihood estimatorsextended growth curve modellinear restrictionsmultivariate linear modelnecessary and sufficient uniqueness conditions

Mathematics Subject Classification ID

Point estimation (62F10) Linear regression; mixed models (62J05) Estimation in multivariate analysis (62H12)

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Cites work

• scientific article; zbMATH DE number 3940464 (Why is no real title available?)
• A generalized multivariate analysis of variance model useful especially for growth curve problems
• An extension of the growth curve model
• Maximum likelihood estimators in multivariate linear normal models
• Moments for a multivariate linear model with an application to the growth curve model

Cited in

(11)

• Analysis of cross-over designs via growth curve models
• On the uniqueness of the maximum likelihood estimator.
• Uniqueness condition for an auto-logistic model
• Existence conditions of the uniformly minimum risk unbiased estimators in extended growth curve models
• The maximum likelihood estimators in the growth curve model with serial covariance structure
• Existence conditions for the uniformly minimum risk unbiased estimators in a class of linear models
• Maximum likelihood estimators in multivariate linear normal models
• Existence and uniqueness of the maximum likelihood estimator for models with a Kronecker product covariance structure
• A note on necessary and sufficient conditions of existence and uniqueness for the maximum likelihood estimator of a Kronecker-product variance-covariance matrix
• Some results on parameter estimation in extended growth curve models
• Exact distributions of MLEs of regression coefficients in GMANOVA-MANOVA model

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