Covariance matrix minimum variance quadratic unbiased estimation for the MANOVA model

Ariun K. Gupta; D. G. Kabe

doi:10.6092/issn.1973-2201/6958

Covariance matrix minimum variance quadratic unbiased estimation for the MANOVA model

Authors

Ariun K. Gupta Bowling Green State University, Ohio
D. G. Kabe St. Mary's University - Halifax

DOI:

https://doi.org/10.6092/issn.1973-2201/6958

Abstract

For the usual MANOVA model ............, Khatri (1979) obtained necessary and sufficient conditions for .......... to be the minimum variance quadratic unbiased estimator of tr ... [sigma]. This paper uses Theil's (1968) BLUS procedure to construct an equally efficient quadratic unbiased estimator of tr ... [sigma].