Uniformly minimum variance nonnegative quadratic unbiased estimation in a generalized growth curve model
Consider the generalized growth curve model subject to R(Xm)[subset, double equals]...[subset, double equals]R(X1), where Bi are the matrices of unknown regression coefficients, and and are independent and identically distributed with the same first four moments as a random vector normally distributed with mean zero and covariance matrix [Sigma]. We derive the necessary and sufficient conditions under which the uniformly minimum variance nonnegative quadratic unbiased estimator (UMVNNQUE) of the parametric function with C>=0 exists. The necessary and sufficient conditions for a nonnegative quadratic unbiased estimator with of to be the UMVNNQUE are obtained as well.
Year of publication: |
2009
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Authors: | Wu, Xiaoyong ; Zou, Guohua ; Li, Yingfu |
Published in: |
Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 100.2009, 5, p. 1061-1072
|
Publisher: |
Elsevier |
Keywords: | 62H12 62J05 Generalized growth curve model UMVNNQUE |
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