Best unbiased estimates for parameters of three-level multivariate data with doubly exchangeable covariance structure

Arkadiusz Kozioł, Anuradha Roy, Roman Zmyślony, Ricardo Leiva, Miguel Fonseca

Research output: Contribution to journalArticle

1 Citation (Scopus)

Abstract

The article addresses the best unbiased estimators of doubly exchangeable covariance structure, an extension of block exchangeable covariance structure, for three-level multivariate data. Under multivariate normality, the free-coordinate approach is used to obtain linear and quadratic estimates for the model parameters that are unbiased, sufficient, complete and consistent. Data from a clinical trial study is analyzed to illustrate the application of the obtained results.

Original languageEnglish
Pages (from-to)87-104
Number of pages18
JournalLinear Algebra and Its Applications
Volume535
DOIs
Publication statusPublished - 15 Dec 2017

Fingerprint

Covariance Structure
Multivariate Data
Multivariate Normality
Unbiased estimator
Clinical Trials
Estimate
Sufficient
Model

Keywords

  • Best unbiased estimator
  • Coordinate free approach
  • Doubly exchangeable covariance structure
  • Three-level multivariate data
  • Unstructured mean vector

Cite this

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Best unbiased estimates for parameters of three-level multivariate data with doubly exchangeable covariance structure. / Kozioł, Arkadiusz; Roy, Anuradha; Zmyślony, Roman; Leiva, Ricardo; Fonseca, Miguel.

In: Linear Algebra and Its Applications, Vol. 535, 15.12.2017, p. 87-104.

Research output: Contribution to journalArticle

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