✦ LIBER ✦

INDEPENDENCE DISTRIBUTION-PRESERVING NONNEGATIVE-DEFINITE COVARIANCE STRUCTURES FOR THE SAMPLE VARIANCE

✍ Scribed by Young, Dean M. ;Lehman, Leah M. ;Meaux, Laurie M.

Book ID: 115210878
Publisher: Wiley (Blackwell Publishing)
Year: 1996
Tongue: English
Weight: 379 KB
Volume: 38
Category: Article
ISSN: 0004-9581
DOI: 10.1111/j.1467-842x.1996.tb00675.x

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

A characterization of nonnegative-defini

A characterization of nonnegative-definite independence distribution-preserving covariance structures for the maximum squared-radii statistic

✍ Lauri M. Meaux; Dean M. Young; John W. Seaman 📂 Article 📅 1996 🏛 Springer-Verlag 🌐 English ⚖ 307 KB

Independence Distribution Preserving Cov

Independence Distribution Preserving Covariance Structures for the Multivariate Linear Model

✍ Dean M. Young; John W. Seaman; Laurie M. Meaux 📂 Article 📅 1999 🏛 Elsevier Science 🌐 English ⚖ 114 KB

Consider the multivariate linear model for the random matrix Y n\_p t MN(XB, V 7), where B is the parameter matrix, X is a model matrix, not necessarily of full rank, and V 7 is an np\_np positive-definite dispersion matrix. This paper presents sufficient conditions on the positive-definite matrix V

Independence-distribution-preserving dep

Independence-distribution-preserving dependency structures for the modified likelihood ratio test for detecting unequal covariance matrices

✍ Dean M. Young; John W. Seaman Jr.; Laurie M. Meaux 📂 Article 📅 1994 🏛 Elsevier Science 🌐 English ⚖ 685 KB

Nonnegative-definite covariance structur

Nonnegative-definite covariance structures for which the blu, wls, and ls estimators are equal

✍ Dean M. Young; Patrick L. Odell; William Hahn 📂 Article 📅 2000 🏛 Elsevier Science 🌐 English ⚖ 82 KB

For the general Gauss-Markov model with E(Y ) = Xÿ and Var(Y ) = V , we give a concise proof of an explicit characterization of the general nonnegative-deÿnite covariance structure V such that the best linear unbiased estimator, weighted least-squares estimator, and least-squares estimator of X ÿ ar