Properties of the explicit estimators in the extended growth curve model

doi:10.1080/02331880903236884

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	Properties of the explicit estimators in the extended growth curve model
	Hu, Jianhua
刊名	STATISTICS
	2010
卷号	44 期号:5 页码:477-492
关键词	estimation inverse Wishart distribution least squares method the extended growth curve model trace unbiasedness uniformly minimum variance unbiased invariant estimator
ISSN号	0233-1888
DOI	10.1080/02331880903236884
英文摘要	Let Y = Sigma(k)(i=1) X(i) Theta(i) Z'(i) + epsilon be the extended growth curve model with error matrix epsilon distributed as a normal distribution with mean 0 and covariance I circle times Sigma, subject to some specified conditions. A quadratic statistic (Sigma) over cap (Y), distributed as a Wishart distribution, is proposed and proved to be a uniformly minimum variance unbiased invariant estimator of the second-order parameter matrix Sigma. In addition, unbiased and explicit estimators (Theta) over cap (i) (Y) of the first-order parameter matrices Theta(i) are given. And explicit formulae to compute the traces of the covariance matrices of (Theta) over cap (i)(Y) are derived.
WOS研究方向	Mathematics
语种	英语
出版者	TAYLOR & FRANCIS LTD
WOS记录号	WOS:000284631900004
内容类型	期刊论文
源URL	[http://10.2.47.112/handle/2XS4QKH4/2425]
专题	上海财经大学
通讯作者	Hu, Jianhua
作者单位	Shanghai Univ Finance & Econ, Sch Stat & Management, Shanghai 200433, Peoples R China
推荐引用方式 GB/T 7714	Hu, Jianhua. Properties of the explicit estimators in the extended growth curve model[J]. STATISTICS,2010,44(5):477-492.
APA	Hu, Jianhua.(2010).Properties of the explicit estimators in the extended growth curve model.STATISTICS,44(5),477-492.
MLA	Hu, Jianhua."Properties of the explicit estimators in the extended growth curve model".STATISTICS 44.5(2010):477-492.