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Type: Artigo de periódico
Title: The Difficulties Of Estimation Of Dispersion Parameters In Linear Models-an Illustration
Author: Infante A.M.
Abstract: The point estimation of the parameter {Mathematical expression} of a dispersion matrix {Mathematical expression} is illustrated by considering two linear models for observations with a common scalar mean. In the first model {Mathematical expression} has the structure which assures the validity of a univariate ANOVA with repeated measures; in the second, {Mathematical expression} corresponds to a permutationally invariant distribution. In both cases, results are presented about the estimability of {Mathematical expression}, thus obtaining the explicit form of the MINQE estimators introduced by Rao and Kleffe (1980). Finally, the consequences of the normality assumption are considered. The estimation methods based on the maximization of the complete and restricted likelihood functions are applied. © 1995 Springer-Verlag.
Editor: Springer-Verlag
Rights: fechado
Identifier DOI: 10.1007/BF02926031
Date Issue: 1995
Appears in Collections:Unicamp - Artigos e Outros Documentos

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