On the quadratic estimation of covariance matrices in multivariate linear models

W. Y. Tan

Journal of Multivariate Analysis, 1979, vol. 9, issue 3, 452-459

Abstract: This paper investigates the estimation of covariance matrices in multivariate mixed models. Some sufficient conditions are derived for a multivariate quadratic form and a linear combination of multivariate quadratic forms to be the BQUE (quadratic unbiased and severally minimum varianced) estimators of its expectations.

Keywords: BQUE; estimator; cumulant; covariance; matrix; multivariate; mixed; models; quadratic; estimation (search for similar items in EconPapers)
Date: 1979
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