Estimation in high-dimensional analysis and multivariate linear models

• When the number of variables compared with the number of observationsis large this paper presents a new approach of estimating the parametersdescribing the mean structure in the Growth Curve model. An explicitestimator is obtained which is unbiased, consistent and asymptoticallynormally distributed. Its variance is also derived.

Ämnesord

NATURVETENSKAP  -- Matematik -- Sannolikhetsteori och statistik (hsv//swe)

NATURAL SCIENCES  -- Mathematics -- Probability Theory and Statistics (hsv//eng)

Nyckelord

Mathematical statistics

Matematisk statistik

Mathematical Statistics

matematisk statistik

Publikations- och innehållstyp

vet (ämneskategori)

rap (ämneskategori)