Estimation in High-Dimensional Analysis and Multivariate Linear Models

Sammanfattning

This article presents a new approach of estimating the parameters describing the mean structure in the Growth Curve model when the number of variables compared with the number of observations is large. An unbiased, consistent, and asymptotic normal estimator is derived as well as its.

Nyckelord

Growth Curve model; High-dimensional analysis; Kolmogorov asymptotics; Parameter estimation; p/n -asymptotics

Publicerad i

Communications in Statistics - Theory and Methods
2011, volym: 40, nummer: 7, sidor: 1241-1253
Utgivare: TAYLOR & FRANCIS INC

SLU författare

• von Rosen, Dietrich

  • Institutionen för energi och teknik, Sveriges lantbruksuniversitet
    

UKÄ forskningsämne

Sannolikhetsteori och statistik

Publikationens identifierare

• DOI: https://doi.org/10.1080/03610920903576556

Permanent länk till denna sida (URI)

https://res.slu.se/id/publ/57336