Best unbiased estimates for parameters of three-level multivariate data with doubly exchangeable covariance structure
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- Anuradha Roy, 2014. "A two-stage principal component analysis of symbolic data using equicorrelated and jointly equicorrelated covariance structures," Working Papers 0164mss, College of Business, University of Texas at San Antonio.
- Leiva, Ricardo & Roy, Anuradha, 2012. "Linear discrimination for three-level multivariate data with a separable additive mean vector and a doubly exchangeable covariance structure," Computational Statistics & Data Analysis, Elsevier, vol. 56(6), pages 1644-1661.
- Roy, Anuradha & Zmyślony, Roman & Fonseca, Miguel & Leiva, Ricardo, 2016.
"Optimal estimation for doubly multivariate data in blocked compound symmetric covariance structure,"
Journal of Multivariate Analysis, Elsevier, vol. 144(C), pages 81-90.
- Anuradha Roy & Roman Zmyslony & Miguel Fonseca & Ricardo Leiva, 2015. "Optimal estimation for doubly multivariate data in blocked compound symmetric covariance structure," Working Papers 0165mss, College of Business, University of Texas at San Antonio.
- Carlos A. Coelho & Anuradha Roy, 2014. "Testing the hypothesis of a doubly exchangeable covariance matrix for elliptically contoured distributions," Working Papers 0145mss, College of Business, University of Texas at San Antonio.
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More about this item
Keywords
Best unbiased estimator; doubly exchangeable covariance structure; three-level multivariate data; coordinate free approach; unstructured mean vector.;All these keywords.
JEL classification:
- H12 - Public Economics - - Structure and Scope of Government - - - Crisis Management
- J10 - Labor and Demographic Economics - - Demographic Economics - - - General
- F10 - International Economics - - Trade - - - General
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2018-05-21 (Econometrics)
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