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Necessary and Sufficient Conditions for the Existence of UMRU Estimators in Growth Curve Model 被引量:1

Necessary and Sufficient Conditions for the Existence of UMRU Estimators in Growth Curve Model
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摘要 Throughout this note, the following notations are used. For matrices A and B,A】B means that A-B is positive definite symmetric, A×B denotes the Kroneckerproduct of A and B R(A), A’ and A<sup>-</sup> stand for the column space, the transpose andany g-inverse of A, respectively; P<sub>A</sub>=A(A’A)<sup>-</sup>A’;for s×t matrix B=(b<sub>1</sub>…b<sub>t</sub>),vec(B) de-notes the st-dimensional vector (b<sub>1</sub>′b<sub>2</sub>′…b<sub>t</sub>′)′, trA stands for the trace of the square ma-trix A.
作者 吴启光
出处 《Chinese Science Bulletin》 SCIE EI CAS 1994年第2期89-92,共4页
基金 National Natural Science Foundation of China.
关键词 convex loss function least SQUARES ESTIMATOR UNIFORMLY minimum risk UNBIASED (UMRU) ESTIMATOR uni-form COVARIANCE STRUCTURE serial COVARIANCE structure. CONVEX LOSS FUNCTION LEAST SQUARES ESTIMATOR UNIFORMLY MINIMUM RISK UNBIASED (UMRU) ESTIMATOR UNIFORM COVARIANCE STRUCTURE SERIAL COVARIANCE STRUCTURE
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