Abstract

A new approach of estimating parameters in multivariate models is introduced. A fitting function will be used. The idea is to estimate parameters so that the fitting function equals or will be close to its expected value. The function will be decomposed into two parts. From one part, which will be independent of the mean parameters, the dispersion matrix is estimated. This estimator is inserted in the second part which then yields the estimators of the mean parameters. The Growth Curve model, extended Growth Curve model and a multivariate variance components model will illustrate the approach. (C) 2005 Elsevier Inc. All rights reserved

Published in

Journal of Multivariate Analysis
2006, Volume: 97, number: 3, pages: 619-632
Publisher: ELSEVIER INC

SLU Authors

• von Rosen, Dietrich

  • Department of Energy and Technology, Swedish University of Agricultural Sciences
    

UKÄ Subject classification

Horticulture
Environmental Sciences related to Agriculture and Land-use
Forest Science


Publication identifier

DOI: https://doi.org/10.1016/j.jmva.2005.03.016

Permanent link to this page (URI)

https://res.slu.se/id/publ/9680