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Study of MINQUE and Simple estimator of Covariance Matrix in the multivariate linear Model | ||
| Journal of Al-Qadisiyah for Computer Science and Mathematics | ||
| Article 1, Volume 1, Issue 1, 2009, Pages 1-16 PDF (0 K) | ||
| Author | ||
| Abdul-Hussein Saber AL-MOUEL Nadia Abud Habeeb AL-MOUSAWAY | ||
| Abstract | ||
| Under the multivariate linear model equality of MINQUE and so called "simple" estimator with , for Σ is considered. It is revealed that this equality holds if and only if the quadratic form admits a Wishart-distribution under multivariate normality of Y. Also comparison of MINQUE and simple estimator of Σ in the multivariate normal linear model under the risk of entropy loss function criterion where the design matrix X need not have full rank and the dispersion matrix V can be singular A is considered . It is interested to prove that MINQUE is superior to simple estimator OLSE Keywords: multivariate linear model, MINQUE, BLUE, OLSE, Wishart -distribution | ||
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