کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1146832 957532 2006 20 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Estimation of covariance matrices in fixed and mixed effects linear models
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آنالیز عددی
پیش نمایش صفحه اول مقاله
Estimation of covariance matrices in fixed and mixed effects linear models
چکیده انگلیسی

The estimation of the covariance matrix or the multivariate components of variance is considered in the multivariate linear regression models with effects being fixed or random. In this paper, we propose a new method to show that usual unbiased estimators are improved on by the truncated estimators. The method is based on the Stein–Haff identity, namely the integration by parts in the Wishart distribution, and it allows us to handle the general types of scale-equivariant estimators as well as the general fixed or mixed effects linear models.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Multivariate Analysis - Volume 97, Issue 10, November 2006, Pages 2242-2261