Article ID Journal Published Year Pages File Type
1145328 Journal of Multivariate Analysis 2016 10 Pages PDF
Abstract

The paper deals with the best unbiased estimators of the blocked compound symmetric covariance structure for mm-variate observations over uu sites under the assumption of multivariate normality. The free-coordinate approach is used to prove that the quadratic estimation of covariance parameters is equivalent to linear estimation with a properly defined inner product in the space of symmetric matrices. Complete statistics are then derived to prove that the estimators are best unbiased. Finally, strong consistency is proven. The proposed method is implemented with a real data set.

Keywords
Related Topics
Physical Sciences and Engineering Mathematics Numerical Analysis
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