Add to ORKGFor a multivariate normal distribution having a cyclic covariance matrix and equal means, we give uniformly minimum variance unbiased estimators of a common variance and covariances
AbstractLet X1,…,Xn (n>1, p>1) be independently and identically distributed normal p-vectors with me...
AbstractThe paper deals with a multistage linear model that is a special case of a linear model with...
AbstractAn admissible estimator of the eigenvalues of the variance–covariance matrix is given for mu...
AbstractWe give uniformly minimum variance unbiased estimators of a mean, a variance, and a covarian...
AbstractIt is well known that the best equivariant estimator of the variance covariance matrix of th...
AbstractWe derive the minimum variance quadratic unbiased estimator (MIVQUE) of the variance of the ...
AbstractThe variance of a quadratic function of the random variables in a linear model is minimized ...
AbstractIn this paper, we consider the problem of estimating the covariance matrix and the generaliz...
In this paper, we consider the problem of estimating the covariance matrix and the generalized varia...
Mixed models whose variance–covariance matrices are the positive definite linear combinations of pai...
Let X-1,...,X-n be independently and identically distributed normal m-vectors with mean mu and covar...
AbstractBased on independent samples from several multivariate normal populations, possibly of diffe...
AbstractA univariate probability distribution which has support in [−1, 1] and is unimodal with resp...
For the usual MANOVA model ............, Khatri (1979) obtained necessary and sufficient conditions ...
The problem of estimating mean and covariances of a multivariate normally distributed random vector ...
AbstractLet X1,…,Xn (n>1, p>1) be independently and identically distributed normal p-vectors with me...
AbstractThe paper deals with a multistage linear model that is a special case of a linear model with...
AbstractAn admissible estimator of the eigenvalues of the variance–covariance matrix is given for mu...
AbstractWe give uniformly minimum variance unbiased estimators of a mean, a variance, and a covarian...
AbstractIt is well known that the best equivariant estimator of the variance covariance matrix of th...
AbstractWe derive the minimum variance quadratic unbiased estimator (MIVQUE) of the variance of the ...
AbstractThe variance of a quadratic function of the random variables in a linear model is minimized ...
AbstractIn this paper, we consider the problem of estimating the covariance matrix and the generaliz...
In this paper, we consider the problem of estimating the covariance matrix and the generalized varia...
Mixed models whose variance–covariance matrices are the positive definite linear combinations of pai...
Let X-1,...,X-n be independently and identically distributed normal m-vectors with mean mu and covar...
AbstractBased on independent samples from several multivariate normal populations, possibly of diffe...
AbstractA univariate probability distribution which has support in [−1, 1] and is unimodal with resp...
For the usual MANOVA model ............, Khatri (1979) obtained necessary and sufficient conditions ...
The problem of estimating mean and covariances of a multivariate normally distributed random vector ...
AbstractLet X1,…,Xn (n>1, p>1) be independently and identically distributed normal p-vectors with me...
AbstractThe paper deals with a multistage linear model that is a special case of a linear model with...
AbstractAn admissible estimator of the eigenvalues of the variance–covariance matrix is given for mu...