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Some results on parameter estimation in extended growth curve models
Wu, QG
2000-08-01
Source PublicationJOURNAL OF STATISTICAL PLANNING AND INFERENCE
ISSN0378-3758
Volume88Issue:2Pages:285-300
AbstractIn 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.
Keyworduniformly minimum risk equivariant estimator admissible estimator minimax estimator maximum likelihood estimator quadratic loss matrix loss
Language英语
WOS Research AreaMathematics
WOS SubjectStatistics & Probability
WOS IDWOS:000088193000010
PublisherELSEVIER SCIENCE BV
Citation statistics
Cited Times:5[WOS]   [WOS Record]     [Related Records in WOS]
Document Type期刊论文
Identifierhttp://ir.amss.ac.cn/handle/2S8OKBNM/15635
Collection中国科学院数学与系统科学研究院
AffiliationAcad Sinica, Inst Syst Sci, Beijing 100080, Peoples R China
Recommended Citation
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.
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