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On the principle of MINQUE for the estimation of variance and covariance components

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On the principle of MINQUE for the estimation of variance and covariance components

Mondal, Prosanta Kumar (2000) On the principle of MINQUE for the estimation of variance and covariance components. Masters thesis, Concordia University.

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Abstract

In this thesis, we describe the method of MINQUE (C. R. Rao (1970)) and its various generalizations (C. R. Rao (1971, 1972), Chaubey (1977), P. S. R. S. Rao and Chaubey (1978)). This method can be used if some information about the variance components is available in the form of an a priori guess. Chaubey (1977) outlines the extension for estimating the elements of a covariance matrix using this principle. The method extends easily for the case when no a priori guess of the covariance matrix is assumed. However, for incorporating the a priori guess for estimating the distinct elements of a covariance matrix, we may need to consider a related but different minimization problem, whose solution is provided. A special case of the general model is considered for the numerical illustration.

Divisions:Concordia University > Faculty of Arts and Science > Mathematics and Statistics
Item Type:Thesis (Masters)
Authors:Mondal, Prosanta Kumar
Pagination:v, 39 leaves ; 29 cm.
Institution:Concordia University
Degree Name:Theses (M.Sc.)
Program:Mathematics and Statistics
Date:2000
Thesis Supervisor(s):Chaubey, Yogendra P.
ID Code:1242
Deposited By:Concordia University Libraries
Deposited On:27 Aug 2009 13:17
Last Modified:08 Dec 2010 10:19
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