Dergiler / Hacettepe Journal of Mathematics and Statistics / 2021 / Cilt: 50 - Sayı: 2

Heteroscedastic additive models - Estimating the fixed effects and covariance matrix parameters

Sayfa
579–593
Yayın Tarihi
2022-10-18
DOI
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⚡ TL;DR(1 Cümlede Hızlı Çıkarım)

A simulation study will be conducted, and a numerical example will be explored.

📌 3 Maddede Bu Makale

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Amaç & Hipotez:This work aims to deduce estimators for the unknown parameters of fixed effects and covariance matrix structure in heteroscedastic additive design.
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Temel Bulgular & Veri:In order to do that, the design will be projected onto the orthogonal complement of the subspace spanned by columns of design matrix for the fixed effects, and the Kronecker product will be used to produced unbiased estimators for the parameters of covariance matrix, and then such estimators used to produce an estimator for the fixed effect vector.
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Sonuç & Katkı:A simulation study will be conducted, and a numerical example will be explored.
🔬Tür:Araştırma Makalesi
📍Kapsam:Genişletilmiş Akademik Örneklem
⚙️Değişkenler:orthogonal matrix · Kronecker product · additive design

Abstract

This work aims to deduce estimators for the unknown parameters of fixed effects and covariance matrix structure in heteroscedastic additive design. In order to do that, the design will be projected onto the orthogonal complement of the subspace spanned by columns of design matrix for the fixed effects, and the Kronecker product will be used to produced unbiased estimators for the parameters of covariance matrix, and then such estimators used to produce an estimator for the fixed effect vector. Moreover, the coefficient of determination for both fixed effects and covariance structure will be derived. A simulation study will be conducted, and a numerical example will be explored.

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Bu Makaleye Atıf Yap

Silva, A., Fonseca, M. (2022). Heteroscedastic additive models - Estimating the fixed effects and covariance matrix parameters. Hacettepe Journal of Mathematics and Statistics, Cilt: 50 - Sayı: 2, 579–593. https://ajindex.com/articles/529465

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Kaynakça (11)

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