Uniformly minimum variance nonnegative quadratic unbiased estimation in a generalized growth curve model
Consider the generalized growth curve model subject to R(Xm)[subset, double equals]...[subset, double equals]R(X1), where Bi are the matrices of unknown regression coefficients, and and 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 with C>=0 exists. The necessary and sufficient conditions for a nonnegative quadratic unbiased estimator with of to be the UMVNNQUE are obtained as well.
If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
Volume (Year): 100 (2009)
Issue (Month): 5 (May)
|Contact details of provider:|| Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description|
|Order Information:|| Postal: http://www.elsevier.com/wps/find/supportfaq.cws_home/regional|
References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- M. S. Srivastava & Tatsuya Kubokawa, 1999. "Improved Nonnegative Estimation of Multivariate Components of Variance," CIRJE F-Series CIRJE-F-38, CIRJE, Faculty of Economics, University of Tokyo.
- Wu, Xiaoyong & Zou, Guohua & Chen, Jianwei, 2006. "Unbiased invariant minimum norm estimation in generalized growth curve model," Journal of Multivariate Analysis, Elsevier, vol. 97(8), pages 1718-1741, September.
- Mathew, T. & Niyogi, A. & Sinha, B. K., 1994. "Improved Nonnegative Estimation of Variance Components in Balanced Multivariate Mixed Models," Journal of Multivariate Analysis, Elsevier, vol. 51(1), pages 83-101, October.
- Jemila Seid Hamid & Dietrich Von Rosen, 2006. "Residuals in the Extended Growth Curve Model," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 33(1), pages 121-138.
When requesting a correction, please mention this item's handle: RePEc:eee:jmvana:v:100:y:2009:i:5:p:1061-1072. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Zhang, Lei)
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If references are entirely missing, you can add them using this form.
If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.