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Moments of maximum likelihood estimators in the growth curve model

 

作者: Dietrich Von Resen,  

 

期刊: Statistics  (Taylor Available online 1991)
卷期: Volume 22, issue 1  

页码: 111-131

 

ISSN:0233-1888

 

年代: 1991

 

DOI:10.1080/02331889108802291

 

出版商: Akademie-Verlag

 

关键词: Growth Curve model;inverrted WISHART distribution;moments of estimators;multivariate linear model;POTTHOFF abd ROY model

 

数据来源: Taylor

 

摘要:

The Growth Curve model (POTTHOFF ROY 1964) is studied. We obtain moments of order up to 6 for the maximum likelihood estimator of B in E [X] = ABC and the first and second ordr moments of the maximum likelihood estimator of the dispersion matrix are obtained. In order to apply the moment expressions the moments are in turn estimated. all results of the paper are based on moments for matrix normally, WISHART and inverted WISHART distributed variables. An extended model, allowing for covariates, is alos treated

 

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