NECESSARY AND SUFFICIENT CONDITIONS FOR THE EXISTENCE OF THE UMRE ESTIMATOR IN GROWTH CURVE MODELS

Authors
WU QG
Citation
Qg. Wu, NECESSARY AND SUFFICIENT CONDITIONS FOR THE EXISTENCE OF THE UMRE ESTIMATOR IN GROWTH CURVE MODELS, Science in China. Series A, Mathematics, Physics, Astronomy & Technological Sciences, 38(3), 1995, pp. 287-297
Citations number
15
Categorie Soggetti
Multidisciplinary Sciences
Journal title
Science in China. Series A, Mathematics, Physics, Astronomy & Technological Sciences → ACNP
ISSN journal
10016511
Volume
38
Issue
3
Year of publication
1995
Pages
287 - 297
Database
ISI
SICI code
1001-6511(1995)38:3<287:NASCFT>2.0.ZU;2-6
Abstract
The necessary and sufficient conditions are derived for the existence of the uniformly minimum risk equivariant (UMRE) estimator of regressi on coefficient matrix in normal growth curve models with arbitrary cov ariance matrix or uniform covariance structure or serial covariance st ructure under an affine group and a transitive group of transformation s for quadrat:ic losses and matrix losses, respectively.