This paper studies the existence of the uniformly minimum risk unbiased (UMRU) estimators of parameters in a class of linear models with an error vector having multivariate normal distribution or t-distribution, which include the growth curve model, the extended growth curve model, the seemingly unr
โฆ LIBER โฆ
Existence conditions of the uniformly minimum risk unbiased estimators in extended growth curve models
โ Scribed by Qi-Guang Wu
- Publisher
- Elsevier Science
- Year
- 1998
- Tongue
- English
- Weight
- 523 KB
- Volume
- 69
- Category
- Article
- ISSN
- 0378-3758
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โฆ Synopsis
Necessary and sufficient existence conditions are derived for the uniformly minimum risk unbiased estimators of the parameters in extended growth curve models with the general covariance matrix or the uniform covariance structure or the serial covariance structure under convex losses and matrix losses, respectively.
๐ SIMILAR VOLUMES
Existence conditions for the uniformly m
โ
Guo-Qing Yang; Qi-Guang Wu
๐
Article
๐
2004
๐
Elsevier Science
๐
English
โ 176 KB