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

Best unbiased estimates for parameters of three-level multivariate data with doubly exchangeable covariance structure. (English) Zbl 1376.62035

Linear Algebra Appl. 535, 87-104 (2017).
Summary: 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.

Cited in 1 Document

MSC:

62H12 Estimation in multivariate analysis
62J10 Analysis of variance and covariance (ANOVA)
62P10 Applications of statistics to biology and medical sciences; meta analysis

Keywords:

best unbiased estimator; doubly exchangeable covariance structure; three-level multivariate data; coordinate free approach; unstructured mean vector
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\textit{A. Kozioł} et al., Linear Algebra Appl. 535, 87--104 (2017; Zbl 1376.62035)
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References:

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