Estimation of the Kronecker and products of two mean vectors in multivariate analysis
Discussiones Mathematicae. Probability and Statistics, Tome 25 (2005) no. 2, pp. 207-215
Cet article a éte moissonné depuis la source Library of Science
In this paper the Kronecker and inner products of mean vectorsof two different populations are considered. Using the generalized jackknife approach, estimators for these products are constructed which turn out to be unbiased, provided one can assume multinormal distribution.
Keywords:
multivariate normal distribution, Kronecker product, inner product, generalized jackknife, best unbiased estimator
@article{DMPS_2005_25_2_a3,
author = {Neudecker, Heinz and Trenkler, G\"otz},
title = {Estimation of the {Kronecker} and products of two mean vectors in multivariate analysis},
journal = {Discussiones Mathematicae. Probability and Statistics},
pages = {207--215},
year = {2005},
volume = {25},
number = {2},
language = {en},
url = {http://geodesic.mathdoc.fr/item/DMPS_2005_25_2_a3/}
}
TY - JOUR AU - Neudecker, Heinz AU - Trenkler, Götz TI - Estimation of the Kronecker and products of two mean vectors in multivariate analysis JO - Discussiones Mathematicae. Probability and Statistics PY - 2005 SP - 207 EP - 215 VL - 25 IS - 2 UR - http://geodesic.mathdoc.fr/item/DMPS_2005_25_2_a3/ LA - en ID - DMPS_2005_25_2_a3 ER -
%0 Journal Article %A Neudecker, Heinz %A Trenkler, Götz %T Estimation of the Kronecker and products of two mean vectors in multivariate analysis %J Discussiones Mathematicae. Probability and Statistics %D 2005 %P 207-215 %V 25 %N 2 %U http://geodesic.mathdoc.fr/item/DMPS_2005_25_2_a3/ %G en %F DMPS_2005_25_2_a3
Neudecker, Heinz; Trenkler, Götz. Estimation of the Kronecker and products of two mean vectors in multivariate analysis. Discussiones Mathematicae. Probability and Statistics, Tome 25 (2005) no. 2, pp. 207-215. http://geodesic.mathdoc.fr/item/DMPS_2005_25_2_a3/
[1] T.W. Anderson, An Introduction to Multivariate Statistical Analysis, John Wiley, New York 1984.
[2] A.G. Ghazal and H. Neudecker, On second-order and fourth-order moments of jointly distributed random matrices. A survey, Linear Algebra and Its Applications 321 (2000), 63-93.
[3] N.C. Giri, Multivariate Statistical Analysis, Marcel Dekker, New York 1996.
[4] H.L. Gray and W.R. Schucany, The Generalized Jackknife Statistics, Marcel Dekker, New York 1972.
[5] J.R. Magnus and H. Neudecker, Matrix Differential Calculus with Applications in Statistics and Econometrics, Wiley, New York 1988.