Uniformly minimum variance nonnegative quadratic unbiased estimation in a generalized growth curve model
文献类型：期刊论文
| 作者 | Wu, Xiaoyong1; Zou, Guohua2; Li, Yingfu3 |
| 刊名 | JOURNAL OF MULTIVARIATE ANALYSIS
 |
| 出版日期 | 2009-05-01 |
| 卷号 | 100期号:5页码:1061-1072 |
| 关键词 | Generalized growth curve model UMVNNQUE |
| ISSN号 | 0047-259X |
| DOI | 10.1016/j.jmva.2008.10.007 |
| 英文摘要 | Consider the generalized growth curve model Y = Sigma(m)(i=1)X(t)BtZ(t)' + U epsilon subject to R(X(m)) subset of ... subset of R(X(1)), where B(t) are the matrices of unknown regression coefficients, and epsilon = (epsilon(1), ..., epsilon(s)) and epsilon(j) (j = 1, ..., s) 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 tr(C Sigma) with C >= 0 exists. The necessary and sufficient conditions for a nonnegative quadratic unbiased estimator y'Ay with y = Vec(Y') of tr(C Sigma) to be the UMVNNQUE are obtained as well. (C) 2008 Elsevier Inc. All rights reserved. |
| WOS研究方向 | Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000263983200018 |
| 出版者 | ELSEVIER INC |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/8547]  |
| 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.McGill Univ, Dept Human Genet, Montreal, PQ H3A 1A4, Canada 2.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100190, Peoples R China 3.Univ Houston Clear Lake, Dept Math Sci, Houston, TX 77058 USA |
| 推荐引用方式 GB/T 7714 | Wu, Xiaoyong,Zou, Guohua,Li, Yingfu. Uniformly minimum variance nonnegative quadratic unbiased estimation in a generalized growth curve model[J]. JOURNAL OF MULTIVARIATE ANALYSIS,2009,100(5):1061-1072. |
| APA | Wu, Xiaoyong,Zou, Guohua,&Li, Yingfu.(2009).Uniformly minimum variance nonnegative quadratic unbiased estimation in a generalized growth curve model.JOURNAL OF MULTIVARIATE ANALYSIS,100(5),1061-1072. |
| MLA | Wu, Xiaoyong,et al."Uniformly minimum variance nonnegative quadratic unbiased estimation in a generalized growth curve model".JOURNAL OF MULTIVARIATE ANALYSIS 100.5(2009):1061-1072. |
入库方式： OAI收割
来源：数学与系统科学研究院
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