Uniformly minimum variance nonnegative quadratic unbiased estimation in a generalized growth curve model

Xiaoyong Wu, Guohua Zou and Yingfu Li

Journal of Multivariate Analysis, 2009, vol. 100, issue 5, 1061-1072

Abstract: Consider the generalized growth curve model subject to R(Xm)[subset, double equals]...[subset, double equals]R(X1), where Bi are the matrices of unknown regression coefficients, and and are independent and identically distributed with the same first four moments as a random vector normally distributed with mean zero and covariance matrix [Sigma]. We derive the necessary and sufficient conditions under which the uniformly minimum variance nonnegative quadratic unbiased estimator (UMVNNQUE) of the parametric function with C>=0 exists. The necessary and sufficient conditions for a nonnegative quadratic unbiased estimator with of to be the UMVNNQUE are obtained as well.

Keywords: 62H12; 62J05; Generalized; growth; curve; model; UMVNNQUE (search for similar items in EconPapers)
Date: 2009
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