Simple Search

Query:

Enter a query and click »Search«...

Format:

Display: entries per page entries

Zbl 0951.62045
Wu, Qi-Guang
Some results on parameter estimation in extended growth curve models. (English)
[J] J. Stat. Plann. Inference 88, No.2, 285-300 (2000). ISSN 0378-3758

Summary: 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.

MSC 2000:: *62H12 Multivariate estimation
62C15 statistical admissibility

Keywords: uniformly minimum risk equivariant estimator; minimax estimator; quadratic loss; matrix loss; affine transformation group; transitive group; maximum likelihood estimator

Comment on this Item PDF MathML XML ASCII DVI PS BibTeX Online Ordering Article Journal

	Scientific prize winners of the ICM 2010
	Overhang
	Lie groups, physics and geometry. An introduction for physicists, engineers and chemists.

Simple Search

Zentralblatt MATH Berlin [Germany]