Best unbiased estimates for parameters of three-level multivariate data with doubly exchangeable covariance structure and structured mean vector
In this article author obtain the best unbiased estimators of doubly exchangeable covariance structure. For this purpose the coordinate free-coordinate approach is used. Considered covariance structure consist of three unstructured covariance matrices for three-level variate observations with equal mean vector over v points in time and u sites under the assumption of multivariate normality. To prove, that the estimators are best unbiased, complete statistics are used. Additionally, strong consistency...