کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1147116 957550 2009 12 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Uniformly minimum variance nonnegative quadratic unbiased estimation in a generalized growth curve model
کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آنالیز عددی
پیش نمایش صفحه اول مقاله
Uniformly minimum variance nonnegative quadratic unbiased estimation in a generalized growth curve model
چکیده انگلیسی

Consider the generalized growth curve model Y=∑i=1mXiBiZi′+UE subject to R(Xm)⊆⋯⊆R(X1)R(Xm)⊆⋯⊆R(X1), where BiBi are the matrices of unknown regression coefficients, and E=(ε1,…,εs)′E=(ε1,…,εs)′ and εj(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 ΣΣ. We derive the necessary and sufficient conditions under which the uniformly minimum variance nonnegative quadratic unbiased estimator (UMVNNQUE) of the parametric function tr(CΣ) with C≥0C≥0 exists. The necessary and sufficient conditions for a nonnegative quadratic unbiased estimator y′Ay with y=V ec(Y′) of tr(CΣ) to be the UMVNNQUE are obtained as well.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Multivariate Analysis - Volume 100, Issue 5, May 2009, Pages 1061–1072
نویسندگان
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