Abstract
Let be the extended growth curve model with error matrix ℰ distributed as a normal distribution with mean 0 and covariance I⊗ Σ, subject to some specified conditions. A quadratic statistic Σˆ(Y), distributed as a Wishart distribution, is proposed and proved to be a uniformly minimum variance unbiased invariant estimator of the second-order parameter matrix Σ. In addition, unbiased and explicit estimators Θˆ i (Y) of the first-order parameter matrices Θ i are given. And explicit formulae to compute the traces of the covariance matrices of Θˆ i (Y) are derived.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
