Estimation in high-dimensional analysis and multivariate linear models
2008 (English)Report (Other academic)
When the number of variables compared with the number of observationsis large this paper presents a new approach of estimating the parametersdescribing the mean structure in the Growth Curve model. An explicitestimator is obtained which is unbiased, consistent and asymptoticallynormally distributed. Its variance is also derived.
Place, publisher, year, edition, pages
Umeå: Centre of Biostochastics, Swedish University of Agricultural Sciences , 2008. no 12, 11 p.1-11 p.
, Research report / Centre of Biostochastics, ISSN 1651-8543 ; 12
Probability Theory and Statistics
Research subject Mathematical Statistics
IdentifiersURN: urn:nbn:se:su:diva-49341OAI: oai:DiVA.org:su-49341DiVA: diva2:377240