MINQE(U, NND) and UMVNNQUE of Covariance Matrix in Growth Curve Model
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Graphical Abstract
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Abstract
In this paper, for any given matrix C(0 ≠ C ≥ 0), we consider the nonegative estimation of liner estimable function Tr(C∑) of the covariance matrix S, and obtain the n. s. condition for the MINQE(U, NND) of Tr(C∑)to be also its UMVNNQUE, and prove that it is exactly the n.s. condition for Tr((C∑)’s UMVNNQUE to exist. Moreover, we give concretely Tr(C∑)’s UMVNNQUE (provided a UMVNNQUE exists), it is just the MINQE(U.NND) of Tr(C∑).
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