AbstractWe give uniformly minimum variance unbiased estimators of a mean, a variance, and a covariance for a symmetric normal distribution which is a multivariate normal distribution with equal means, equal variances, and equal covariances. The properties of the estimators are discussed
AbstractIt is well known that the best equivariant estimator of the variance covariance matrix of th...
Several methods are available in literature for estimating the variance components in mixed effects ...
To efficiently and completely correct for selection bias in adaptive two-stage trials, uniformly min...
AbstractWe give uniformly minimum variance unbiased estimators of a mean, a variance, and a covarian...
For a multivariate normal distribution having a cyclic covariance matrix and equal means, we give un...
AbstractThe variance of a quadratic function of the random variables in a linear model is minimized ...
The purpose of this article is to present an easy procedure to derive MVUE of a probability distribu...
In a given statistical framework let T be the class of all estimates that are the uniformly minimum ...
AbstractWe derive the minimum variance quadratic unbiased estimator (MIVQUE) of the variance of the ...
AbstractA univariate probability distribution which has support in [−1, 1] and is unimodal with resp...
AbstractThe paper deals with a multistage linear model that is a special case of a linear model with...
AbstractIt is shown that for independent and identically distributed random vectors, for which the c...
Mixed models whose variance–covariance matrices are the positive definite linear combinations of pai...
It has been shown that the uniformly minimum variance unbiased (UMVU) esti-mator of the generalized ...
Let the probability density of observations be denoted by φ(x | θ), where x stands for the variables...
AbstractIt is well known that the best equivariant estimator of the variance covariance matrix of th...
Several methods are available in literature for estimating the variance components in mixed effects ...
To efficiently and completely correct for selection bias in adaptive two-stage trials, uniformly min...
AbstractWe give uniformly minimum variance unbiased estimators of a mean, a variance, and a covarian...
For a multivariate normal distribution having a cyclic covariance matrix and equal means, we give un...
AbstractThe variance of a quadratic function of the random variables in a linear model is minimized ...
The purpose of this article is to present an easy procedure to derive MVUE of a probability distribu...
In a given statistical framework let T be the class of all estimates that are the uniformly minimum ...
AbstractWe derive the minimum variance quadratic unbiased estimator (MIVQUE) of the variance of the ...
AbstractA univariate probability distribution which has support in [−1, 1] and is unimodal with resp...
AbstractThe paper deals with a multistage linear model that is a special case of a linear model with...
AbstractIt is shown that for independent and identically distributed random vectors, for which the c...
Mixed models whose variance–covariance matrices are the positive definite linear combinations of pai...
It has been shown that the uniformly minimum variance unbiased (UMVU) esti-mator of the generalized ...
Let the probability density of observations be denoted by φ(x | θ), where x stands for the variables...
AbstractIt is well known that the best equivariant estimator of the variance covariance matrix of th...
Several methods are available in literature for estimating the variance components in mixed effects ...
To efficiently and completely correct for selection bias in adaptive two-stage trials, uniformly min...
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