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Abdul-Hussein Saber AL MODEL. Comparison of MINQUE and Simple Estimator of Covariance Matrix[J]. Journal of East China Normal University (Natural Sciences), 2004, (1): 40-44.
Citation:
Abdul-Hussein Saber AL MODEL. Comparison of MINQUE and Simple Estimator of Covariance Matrix[J]. Journal of East China Normal University (Natural Sciences), 2004, (1): 40-44.
Abdul-Hussein Saber AL MODEL. Comparison of MINQUE and Simple Estimator of Covariance Matrix[J]. Journal of East China Normal University (Natural Sciences), 2004, (1): 40-44.
Citation:
Abdul-Hussein Saber AL MODEL. Comparison of MINQUE and Simple Estimator of Covariance Matrix[J]. Journal of East China Normal University (Natural Sciences), 2004, (1): 40-44.
This paper considers comparison of MINQUE and simple estimator of ∑ in the multivariate normal linear model Y~N(XB,∑⊙V) under the risk of squared loss function criterion, where the design matrix X need not have full rank and the dispersion matrix V can be singular. A necessary and sufficient condition is obtained.
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