Uniformly minimum variance nonnegative quadratic unbiased estimation in a generalized growth curve model

doi:10.1016/j.jmva.2008.10.007

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	Uniformly minimum variance nonnegative quadratic unbiased estimation in a generalized growth curve model
	Wu, Xiaoyong 1; Zou, Guohua 2; Li, Yingfu 3
	2009-05-01
发表期刊	JOURNAL OF MULTIVARIATE ANALYSIS
ISSN	0047-259X
卷号	100 期号:5 页码:1061-1072
摘要	Consider the generalized growth curve model Y = Sigma(m)(i=1)X(t)BtZ(t)' + U epsilon subject to R(X(m)) subset of ... subset of R(X(1)), where B(t) are the matrices of unknown regression coefficients, and epsilon = (epsilon(1), ..., epsilon(s)) and epsilon(j) (j = 1, ..., s) are independent and identically distributed with the same first four moments as a random vector normally distributed with mean zero and covariance matrix Sigma. We derive the necessary and sufficient conditions under which the uniformly minimum variance nonnegative quadratic unbiased estimator (UMVNNQUE) of the parametric function tr(C Sigma) with C >= 0 exists. The necessary and sufficient conditions for a nonnegative quadratic unbiased estimator y'Ay with y = Vec(Y') of tr(C Sigma) to be the UMVNNQUE are obtained as well. (C) 2008 Elsevier Inc. All rights reserved.
关键词	Generalized growth curve model UMVNNQUE
DOI	10.1016/j.jmva.2008.10.007
语种	英语
WOS研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:000263983200018
出版者	ELSEVIER INC
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/8548
专题	中国科学院数学与系统科学研究院
通讯作者	Wu, Xiaoyong
作者单位	1.McGill Univ, Dept Human Genet, Montreal, PQ H3A 1A4, Canada 2.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100190, Peoples R China 3.Univ Houston Clear Lake, Dept Math Sci, Houston, TX 77058 USA
推荐引用方式 GB/T 7714	Wu, Xiaoyong,Zou, Guohua,Li, Yingfu. Uniformly minimum variance nonnegative quadratic unbiased estimation in a generalized growth curve model[J]. JOURNAL OF MULTIVARIATE ANALYSIS,2009,100(5):1061-1072.
APA	Wu, Xiaoyong,Zou, Guohua,&Li, Yingfu.(2009).Uniformly minimum variance nonnegative quadratic unbiased estimation in a generalized growth curve model.JOURNAL OF MULTIVARIATE ANALYSIS,100(5),1061-1072.
MLA	Wu, Xiaoyong,et al."Uniformly minimum variance nonnegative quadratic unbiased estimation in a generalized growth curve model".JOURNAL OF MULTIVARIATE ANALYSIS 100.5(2009):1061-1072.