EconPapers    
Economics at your fingertips  
 

The General Multivariate Gauss—Markov Model of the Incomplete Block Design

Wiktor Oktaba

Australian & New Zealand Journal of Statistics, 2003, vol. 45, issue 2, 195-205

Abstract: The aim of the paper is to generalize testing and estimation for the multivariate standard incomplete block model (Rao & Mitra, 1971a) to the general multivariate Gauss—Markov incomplete block model with singular covariance matrix. The results of this paper can be applied to particular cases of the multivariate Gauss—Markov incomplete block model, including the Zyskind—Martin model.

Date: 2003
References: Add references at CitEc
Citations:

Downloads: (external link)
https://doi.org/10.1111/1467-842X.00275

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:bla:anzsta:v:45:y:2003:i:2:p:195-205

Ordering information: This journal article can be ordered from
http://www.blackwell ... bs.asp?ref=1369-1473

Access Statistics for this article

Australian & New Zealand Journal of Statistics is currently edited by Chris J. Lloyd, Rob J. Hyndman and Russell B. Millar

More articles in Australian & New Zealand Journal of Statistics from Australian Statistical Publishing Association Inc.
Bibliographic data for series maintained by Wiley Content Delivery ().

 
Page updated 2025-03-19
Handle: RePEc:bla:anzsta:v:45:y:2003:i:2:p:195-205