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Estimation in high-dimensional analysis and multivariate linear models
University of Tartu, Institute of mathematical statistics.
Stockholm University, Faculty of Social Sciences, Department of Statistics.
The Department of Energy and Technology, SLU, Sweden.
2008 (English)Report (Other academic)
Abstract [en]

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.
Series
Research report / Centre of Biostochastics, ISSN 1651-8543 ; 12
National Category
Probability Theory and Statistics
Research subject
Mathematical Statistics
Identifiers
URN: urn:nbn:se:su:diva-49341OAI: oai:DiVA.org:su-49341DiVA: diva2:377240
Available from: 2010-12-13 Created: 2010-12-13 Last updated: 2011-10-26Bibliographically approved

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http://biostochastics.slu.se/publikationer/dokument/Report2008_12.pdf

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