IDEAS home Printed from
MyIDEAS: Log in (now much improved!) to save this article

Nonnegative quadratic estimation and quadratic sufficiency in general linear models

Listed author(s):
  • Liu, Xu-qing
  • Rong, Jian-ying
Registered author(s):

    Notions of linear sufficiency and quadratic sufficiency are of interest to some authors. In this paper, the problem of nonnegative quadratic estimation for [beta]'H[beta]+h[sigma]2 is discussed in a general linear model and its transformed model. The notion of quadratic sufficiency is considered in the sense of generality, and the corresponding necessary and sufficient conditions for the transformation to be quadratically sufficient are investigated. As a direct consequence, the result on (ordinary) quadratic sufficiency is obtained. In addition, we pose a practical problem and extend a special situation to the multivariate case. Moreover, a simulated example is conducted, and applications to a model with compound symmetric covariance matrix are given. Finally, we derive a remark which indicates that our main results could be extended further to the quasi-normal case.

    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.

    File URL:
    Download Restriction: Full text for ScienceDirect subscribers only

    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.

    Article provided by Elsevier in its journal Journal of Multivariate Analysis.

    Volume (Year): 98 (2007)
    Issue (Month): 6 (July)
    Pages: 1180-1194

    in new window

    Handle: RePEc:eee:jmvana:v:98:y:2007:i:6:p:1180-1194
    Contact details of provider: Web page:

    Order Information: Postal:

    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.:

    in new window

    1. Drygas, Hilmar, 1985. "Linear sufficiency and some applications in multilinear estimation," Journal of Multivariate Analysis, Elsevier, vol. 16(1), pages 71-84, February.
    2. Gnot, S. & Trenkler, G. & Zmyslony, R., 1995. "Nonnegative Minimum Biased Quadratic Estimation in the Linear Regression Models," Journal of Multivariate Analysis, Elsevier, vol. 54(1), pages 113-125, July.
    3. Mueller, Jochen, 1987. "Sufficiency and completeness in the linear model," Journal of Multivariate Analysis, Elsevier, vol. 21(2), pages 312-323, April.
    4. Markiewicz, Augustyn, 1998. "Comparison of linear restricted models with respect to the validity of admissible and linearly sufficient estimators," Statistics & Probability Letters, Elsevier, vol. 38(4), pages 347-354, July.
    5. Heiligers, Berthold & Markiewicz, Augustyn, 1996. "Linear sufficiency and admissibility in restricted linear models," Statistics & Probability Letters, Elsevier, vol. 30(2), pages 105-111, October.
    6. Gnot, Stanislaw & Grzadziel, Mariusz, 2002. "Nonnegative Minimum Biased Quadratic Estimation in Mixed Linear Models," Journal of Multivariate Analysis, Elsevier, vol. 80(2), pages 217-233, February.
    Full references (including those not matched with items on IDEAS)

    This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

    When requesting a correction, please mention this item's handle: RePEc:eee:jmvana:v:98:y:2007:i:6:p:1180-1194. 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: (Dana Niculescu)

    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.

    This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.