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Article
Comparison of MINQUE and Simple estimator in general Gauss -Markov Model

Author: Nadia Abud Habeeb AL-Mousaway
Journal: Journal of Education for Pure Science مجلة التربية للعلوم الصرفة ISSN: 20736592 Year: 2012 Volume: 2 Issue: 1 Pages: 24-32
Publisher: Thi-Qar University جامعة ذي قار

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Abstract

This paper considers acomparison of MINQUE with simple estimator of in the general Gauss-Markov model under the special entropy loss function criterion where the design matrix X need not to have full rank and the dispersion matrix V can be singular A is considered . It is interesting to show that MINQUE is superior to simple estimator OLSE


Article
SOME PROBLEMS IN THE CHARACTERIZATION OF THE WISHART DISTRIBUTION
بعض المسائل في تميزات توزيع وشارت

Author: Nadia Abud Habeeb AL-Mousaway نادية عبد حبيب الموسوي
Journal: Journal of Kufa for Mathematics and Computer مجلة الكوفة للرياضيات والحاسوب ISSN: 11712076 Year: 2010 Volume: 1 Issue: 1 Pages: 91-97
Publisher: University of Kufa جامعة الكوفة

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Abstract

ABSTRACT: Under the multivariate linear model A number of characterization of the distribution of have been made based on the properties of the statistics and when and be two linear functions defined on as follows and . Generalizations of these problems to the multivariate case have been made by several authors by extending the techniques used in the univariate case. In my paper I shall consider some other generalization, which possibly require development of new techniques ,if be independent and identically distributed p-vector r.v.,s such that ,where A and B are nonsingular matrices. In special case when , A is symmetric and the egen values do not take values . Under these conditions that has an m.n.d.in the present paper we shall consider a few other cases.

الخلاصةفي ظل النموذج الخطي متعدد المتغيرات} {y,Xb, عدد من التميزات لتوزيع قد تمت دراستها مبينة على خصائص المقلمات و حيث و هما دالتان خطيتان في هذا البحث ندرس تعميمات التي تتطلب تقنيات حديثة

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Article
Study of MINQUE and Simple estimator of Covariance Matrix in the multivariate linear Model

Author: Abdul-Hussein Saber AL-MOUEL Nadia Abud Habeeb AL-MOUSAWAY
Journal: Journal of Al-Qadisiyah for Computer Science and Mathematics مجلة القادسية لعلوم الحاسوب والرياضيات ISSN: 20740204 / 25213504 Year: 2009 Volume: 1 Issue: 1 Pages: 1-16
Publisher: Al-Qadisiyah University جامعة القادسية

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Abstract

Under the multivariate linear model equality of MINQUE and so called "simple" estimator with , for Σ is considered. It is revealed that this equality holds if and only if the quadratic form admits a Wishart-distribution under multivariate normality of Y. Also comparison of MINQUE and simple estimator of Σ in the multivariate normal linear model under the risk of entropy loss function criterion where the design matrix X need not have full rank and the dispersion matrix V can be singular A is considered . It is interested to prove that MINQUE is superior to simple estimator OLSEKeywords: multivariate linear model, MINQUE, BLUE, OLSE, Wishart -distribution

Keywords


Article
Study of MINQUE and Simple estimator of Covariance Matrix in the multivariate linear Model

Author: Abdul-Hussein Saber AL-MOUEL Nadia Abud Habeeb AL-MOUSAWAY
Journal: Journal of Al-Qadisiyah for Computer Science and Mathematics مجلة القادسية لعلوم الحاسوب والرياضيات ISSN: 20740204 / 25213504 Year: 2009 Volume: 1 Issue: 1 Pages: 1-16
Publisher: Al-Qadisiyah University جامعة القادسية

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Abstract

Under the multivariate linear model equality of MINQUE and so called "simple" estimator with , for Σ is considered. It is revealed that this equality holds if and only if the quadratic form admits a Wishart-distribution under multivariate normality of Y. Also comparison of MINQUE and simple estimator of Σ in the multivariate normal linear model under the risk of entropy loss function criterion where the design matrix X need not have full rank and the dispersion matrix V can be singular A is considered . It is interested to prove that MINQUE is superior to simple estimator OLSEKeywords: multivariate linear model, MINQUE, BLUE, OLSE, Wishart -distribution

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