Some results on parameter estimation in extended growth curve models
文献类型：期刊论文
| 作者 | Wu, QG |
| 刊名 | JOURNAL OF STATISTICAL PLANNING AND INFERENCE
 |
| 出版日期 | 2000-08-01 |
| 卷号 | 88期号:2页码:285-300 |
| 关键词 | uniformly minimum risk equivariant estimator admissible estimator minimax estimator maximum likelihood estimator quadratic loss matrix loss |
| ISSN号 | 0378-3758 |
| 英文摘要 | In this paper, estimation of parameters in extended growth curve models with arbitrary covariance matrix or uniform covariance structure or serial covariance structure is studied. Admissibility and minimaxity of the least-squares estimator of regression coefficients under matrix loss are derived. The necessary and sufficient existence conditions are obtained for the uniformly minimum risk equivariant (UMRE) estimator of regression coefficients under an affine group and a transitive group of transformations with quadratic loss and matrix loss, respectively. It is proved that no UMRE estimators of the covariance matrix V and the trace of V exist. The maximum likelihood estimator of parameters under some conditions is also discussed. (C) 2000 Elsevier Science B.V. All rights reserved. MSG: primary 62H12; secondary 62F11. |
| 语种 | 英语 |
| WOS记录号 | WOS:000088193000010 |
| 出版者 | ELSEVIER SCIENCE BV |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/15634]  |
| 专题 | 中国科学院数学与系统科学研究院 |
| 作者单位 | Acad Sinica, Inst Syst Sci, Beijing 100080, Peoples R China |
| 推荐引用方式 GB/T 7714 | Wu, QG. Some results on parameter estimation in extended growth curve models[J]. JOURNAL OF STATISTICAL PLANNING AND INFERENCE,2000,88(2):285-300. |
| APA | Wu, QG.(2000).Some results on parameter estimation in extended growth curve models.JOURNAL OF STATISTICAL PLANNING AND INFERENCE,88(2),285-300. |
| MLA | Wu, QG."Some results on parameter estimation in extended growth curve models".JOURNAL OF STATISTICAL PLANNING AND INFERENCE 88.2(2000):285-300. |
入库方式： OAI收割
来源：数学与系统科学研究院
浏览0
下载0
收藏0
其他版本
除非特别说明，本系统中所有内容都受版权保护，并保留所有权利。