Estimation of the Kronecker and products of two mean vectors in multivariate analysis

Heinz Neudecker; Götz Trenkler

Discussiones Mathematicae Probability and Statistics (2005)

  • Volume: 25, Issue: 2, page 207-215
  • ISSN: 1509-9423

Abstract

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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.

How to cite

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Heinz Neudecker, and Götz Trenkler. "Estimation of the Kronecker and products of two mean vectors in multivariate analysis." Discussiones Mathematicae Probability and Statistics 25.2 (2005): 207-215. <http://eudml.org/doc/287624>.

@article{HeinzNeudecker2005,
abstract = {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.},
author = {Heinz Neudecker, Götz Trenkler},
journal = {Discussiones Mathematicae Probability and Statistics},
keywords = {multivariate normal distribution; Kronecker product; inner product; generalized jackknife; best unbiased estimator},
language = {eng},
number = {2},
pages = {207-215},
title = {Estimation of the Kronecker and products of two mean vectors in multivariate analysis},
url = {http://eudml.org/doc/287624},
volume = {25},
year = {2005},
}

TY - JOUR
AU - Heinz Neudecker
AU - Götz Trenkler
TI - Estimation of the Kronecker and products of two mean vectors in multivariate analysis
JO - Discussiones Mathematicae Probability and Statistics
PY - 2005
VL - 25
IS - 2
SP - 207
EP - 215
AB - 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.
LA - eng
KW - multivariate normal distribution; Kronecker product; inner product; generalized jackknife; best unbiased estimator
UR - http://eudml.org/doc/287624
ER -

References

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  1. [1] T.W. Anderson, An Introduction to Multivariate Statistical Analysis, John Wiley, New York 1984. Zbl0651.62041
  2. [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. Zbl1033.15016
  3. [3] N.C. Giri, Multivariate Statistical Analysis, Marcel Dekker, New York 1996. 
  4. [4] H.L. Gray and W.R. Schucany, The Generalized Jackknife Statistics, Marcel Dekker, New York 1972. Zbl0301.62001
  5. [5] J.R. Magnus and H. Neudecker, Matrix Differential Calculus with Applications in Statistics and Econometrics, Wiley, New York 1988. Zbl0651.15001

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