liu.seSearch for publications in DiVA
Change search
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • oxford
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf
Explicit Estimators of Parameters in the Growth Curve Model with Linearly Structured Covariance Matrices
Linköping University, Department of Mathematics, Mathematical Statistics . Linköping University, The Institute of Technology.ORCID iD: 0000-0001-9896-4438
Linköping University, Department of Mathematics, Mathematical Statistics . Linköping University, The Institute of Technology.
2009 (English)Conference paper, Published paper (Other academic)
Abstract [en]

Estimation of parameters in the classical Growth Curve model when the covariance matrix has some specific linear structure is considered. In our examples maximum likelihood estimators can not be obtained explicitly and must rely on optimization algorithms. Therefore explicit estimators are obtained as alternatives to the maximum likelihood estimators. From a discussion about residuals, a simple non-iterative estimation procedure is suggested which gives explicit and consistent estimators of both the mean and the linear structured covariance matrix.

Place, publisher, year, edition, pages
2009.
National Category
Mathematics
Identifiers
URN: urn:nbn:se:liu:diva-67581OAI: oai:DiVA.org:liu-67581DiVA: diva2:411410
Conference
IWMS 2009 - Smolenice Castle, Slovak Republic
Available from: 2011-04-18 Created: 2011-04-18 Last updated: 2014-09-29

Open Access in DiVA

No full text

Authority records BETA

Ohlson, Martinvon Rosen, Dietrich

Search in DiVA

By author/editor
Ohlson, Martinvon Rosen, Dietrich
By organisation
Mathematical Statistics The Institute of Technology
Mathematics

Search outside of DiVA

GoogleGoogle Scholar

urn-nbn

Altmetric score

urn-nbn
Total: 172 hits
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • oxford
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf