Unbiased invariant minimum norm estimation in generalized growth curve model
文献类型：期刊论文
| 作者 | Wu, Xiaoyong; Zou, Guohua; Chen, Jianwei |
| 刊名 | JOURNAL OF MULTIVARIATE ANALYSIS
 |
| 出版日期 | 2006-09-01 |
| 卷号 | 97期号:8页码:1718-1741 |
| 关键词 | generalized growth curve model MINQE(U, I) MINQLE(U, I) UMVIQUE |
| ISSN号 | 0047-259X |
| DOI | 10.1016/j.jmva.2006.05.007 |
| 英文摘要 | This paper considers the generalized growth curve model Y = Sigma(m)(i=1) X(i)B(i)Z'(i) + U epsilon subject to R (X-m) subset of R(Xm-1) subset of... subset of R(X-1), where B-i are the matrices of unknown regression coefficients, X-i, Z(i) and U are known covariate matrices, i = 1, 2,..., m, and S splits into a number of independently and identically distributed subvectors with mean zero and unknown covariance matrix E. An unbiased invariant minimum norm quadratic estimator (MINQE(U, I)) of tr(C Sigma) is derived and the conditions for its optimality under the minimum variance criterion are investigated. The necessary and sufficient conditions for MINQE(U, 1) of tr(C Sigma) to be a uniformly minimum variance invariant quadratic unbiased estimator (UMVIQUE) are obtained. An unbiased invariant minimum norm quadratic plus linear estimator (MINQLE(U, I)) of tr(C Sigma) + Sigma(m)(i=1) tr(D'B-i(i)) is also given. To compare with the existing maximum likelihood estimator (MLE) of tr(C Sigma), we conduct some simulation studies which show that our proposed estimator performs very well. (c) 2006 Elsevier Inc. All rights reserved. |
| WOS研究方向 | Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000240623000003 |
| 出版者 | ELSEVIER INC |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/3302]  |
| 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.Univ Windsor, Dept Math & Stat, Windsor, ON N9B 3P4, Canada 2.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100080, Peoples R China 3.Univ Rochester, Dept Biostat & Computat Biol, Rochester, NY 14642 USA |
| 推荐引用方式 GB/T 7714 | Wu, Xiaoyong,Zou, Guohua,Chen, Jianwei. Unbiased invariant minimum norm estimation in generalized growth curve model[J]. JOURNAL OF MULTIVARIATE ANALYSIS,2006,97(8):1718-1741. |
| APA | Wu, Xiaoyong,Zou, Guohua,&Chen, Jianwei.(2006).Unbiased invariant minimum norm estimation in generalized growth curve model.JOURNAL OF MULTIVARIATE ANALYSIS,97(8),1718-1741. |
| MLA | Wu, Xiaoyong,et al."Unbiased invariant minimum norm estimation in generalized growth curve model".JOURNAL OF MULTIVARIATE ANALYSIS 97.8(2006):1718-1741. |
入库方式： OAI收割
来源：数学与系统科学研究院
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