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Estimation in high-dimensional analysis and multivariate linear models
Stockholm University, Faculty of Social Sciences, Department of Statistics.
2011 (English)In: Communications in Statistics - Theory and Methods, ISSN 0361-0926, E-ISSN 1532-415X, Vol. 40, no 7, 1241-1253 p.Article in journal (Refereed) Published
Abstract [en]

This article presents a new approach of estimating the parameters describing the mean structure in the Growth Curve model when the number of variables compared with the number of observations is large.

Place, publisher, year, edition, pages
2011. Vol. 40, no 7, 1241-1253 p.
Keyword [en]
Growth Curve mode, high-dimensional analysis, Kolmogorov asymptotics, parameter estimation, p/n-asymptotics
National Category
Probability Theory and Statistics
Research subject
Statistics; Mathematical Statistics
Identifiers
URN: urn:nbn:se:su:diva-49342DOI: 10.1080/03610920903576556ISI: 000287208100010OAI: oai:DiVA.org:su-49342DiVA: diva2:377246
Available from: 2010-12-13 Created: 2010-12-13 Last updated: 2017-12-11Bibliographically approved

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