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On the quadratic estimation of covariance matrices in multivariate linear models

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.
Year of publication:
1979
Authors: Tan, W. Y.
Published in:
Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 9.1979, 3, p. 452-459
Publisher: Elsevier
Keywords: BQUE estimator cumulant covariance matrix multivariate mixed models quadratic estimation
Type of publication: Article
Source:
Persistent link: https://www.econbiz.de/10005153214
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