QUADRATIC ESTIMATION OF COVARIANCE MATRICES IN MULTIVARIATE LINEAR-MODELS

被引：5

作者：

TAN, WY

机构：

来源：

JOURNAL OF MULTIVARIATE ANALYSIS | 1979年 / 9卷 / 03期

关键词：

BQUE estimator; covariance matrix; cumulant; multivariate mixed models; quadratic estimation;

D O I：

10.1016/0047-259X(79)90103-9

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

This paper investigates the estimation of covariance matrices in multivariate mixed models. Some sufficient conditions are derived for a multivariate quadratic form and a linear combination of multivariate quadratic forms to be the BQUE (quadratic unbiased and severally minimum varianced) estimators of its expectations. © 1979.

引用

页码：452 / 459

页数：8

共 20 条

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