Some results on parameter estimation in extended growth curve models

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	Some results on parameter estimation in extended growth curve models
	Wu, QG
	2000-08-01
发表期刊	JOURNAL OF STATISTICAL PLANNING AND INFERENCE
ISSN	0378-3758
卷号	88 期号:2 页码:285-300
摘要	In this paper, estimation of parameters in extended growth curve models with arbitrary covariance matrix or uniform covariance structure or serial covariance structure is studied. Admissibility and minimaxity of the least-squares estimator of regression coefficients under matrix loss are derived. The necessary and sufficient existence conditions are obtained for the uniformly minimum risk equivariant (UMRE) estimator of regression coefficients under an affine group and a transitive group of transformations with quadratic loss and matrix loss, respectively. It is proved that no UMRE estimators of the covariance matrix V and the trace of V exist. The maximum likelihood estimator of parameters under some conditions is also discussed. (C) 2000 Elsevier Science B.V. All rights reserved. MSG: primary 62H12; secondary 62F11.
关键词	uniformly minimum risk equivariant estimator admissible estimator minimax estimator maximum likelihood estimator quadratic loss matrix loss
语种	英语
WOS研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:000088193000010
出版者	ELSEVIER SCIENCE BV
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/15635
专题	中国科学院数学与系统科学研究院
作者单位	Acad Sinica, Inst Syst Sci, Beijing 100080, Peoples R China
推荐引用方式 GB/T 7714	Wu, QG. Some results on parameter estimation in extended growth curve models[J]. JOURNAL OF STATISTICAL PLANNING AND INFERENCE,2000,88(2):285-300.
APA	Wu, QG.(2000).Some results on parameter estimation in extended growth curve models.JOURNAL OF STATISTICAL PLANNING AND INFERENCE,88(2),285-300.
MLA	Wu, QG."Some results on parameter estimation in extended growth curve models".JOURNAL OF STATISTICAL PLANNING AND INFERENCE 88.2(2000):285-300.