Best unbiased estimates for parameters of three-level multivariate data with doubly exchangeable covariance structure and structured mean vector

• Autorzy: Arkadiusz Kozioł
• Języki publikacji: EN

Abstrakty

EN

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].

Słowa kluczowe

EN

best unbiased estimator; doubly exchangeable covariance structure; three-level multivariate data; coordinate free approach; structured mean vector

Kategorie tematyczne

• 62H12: Estimation
• 62J10: Analysis of variance and covariance
• 62F10: Point estimation

• Wydawca: Faculty of Mathematics, Computer Science and Econometrics, University of Zielona Góra
• Czasopismo: Discussiones Mathematicae Probability and Statistics
• Rocznik: 2016
• Tom: 36
• Numer: 1-2
• Strony: 93-113

Daty

wydano

2016

otrzymano

2016-09-15

Twórcy

autor

Arkadiusz Kozioł

• Faculty of Mathematics, Computer Science and Econometrics, University of Zielona Góra, Szafrana 4a, 65-516 Zielona Góra, Poland

Bibliografia

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• [11] A. Roy, A. Kozioł, R. Zmyślony, M. Fonseca and R. Leiva, Best unbiased estimates for parameters of three-level multivariate data with doubly exchangeable covariance structure, Statistics 144 (2016), 81-90.
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Identyfikatory

DOI

10.7151/dmps.1182