- Tytuł:
- Best unbiased estimates for parameters of three-level multivariate data with doubly exchangeable covariance structure and structured mean vector
- Autorzy:
- Kozioł, Arkadiusz
- Powiązania:
- https://bibliotekanauki.pl/articles/729718.pdf
- Data publikacji:
- 2016
- Wydawca:
- Uniwersytet Zielonogórski. Wydział Matematyki, Informatyki i Ekonometrii
- Tematy:
-
best unbiased estimator
doubly exchangeable covariance structure
three-level multivariate data
coordinate free approach
structured mean vector - Opis:
- In this article author obtain the best unbiased estimators of doubly exchangeable covariance structure. For this purpose the coordinate free-coordinate approach is used. Considered covariance structure consist of three unstructured covariance matrices for three-level $m-$variate observations with equal mean vector over v points in time and u sites under the assumption of multivariate normality. To prove, that the estimators are best unbiased, complete statistics are used. Additionally, strong consistency is proven. Under the proposed model the variances of the estimators of covariance components are compared with the ones in the model in [11].
- Źródło:
-
Discussiones Mathematicae Probability and Statistics; 2016, 36, 1-2; 93-113
1509-9423 - Pojawia się w:
- Discussiones Mathematicae Probability and Statistics
- Dostawca treści:
- Biblioteka Nauki
Artykuł