Cart
A note on the edgeworth-expansion for minque
- DOI:
- 10.1080/02331889208802358
pages 121-128
Available online: 15 Jun 2010Abstract
The model under consideration is the general variance components model
 |
We establish Edgeworth-expansions for C. R. Rao's MINQUE for the variance components 
The tool is a theorem on Edgeworth-expansions for quadratic forms in normally distributed random vectors. It is proved that the generalized Noether's condition ensuring the asymptotic normality is sufficient for the existence of Edgeworth-expansions of arbitrary length as well.
It turns out that the Edgeworth-expanson of length 3 for an n-fold repetition model coincides with the Edgeworth-expansion of length 3 for the formal MINQUE in the reduced model
 |
Further, the specification to the simple linear regression
 |
Keywords
- Recommend to:
- A friend
First page preview
Details
- Available online: 15 Jun 2010
Author affiliations
- a Fachhochschule für Technik und Wiltschaft, i, Gr., FB1, Marktstra e 9, 0-1134, Berlin, Germany
- b Rathenau Str . 18, 0-1160, Berlin, Germany
Librarians
- Librarians' area
- Pricing
- Institutional account
- Access entitlements
- Co-branding
- IP ranges
- Link resolver preferences
- Usage reports