Estimating covariance in a growth curve model Original Research Article

For a multivariate elliptically contoured random matrix Y with mean μ set membership, variant S1 □ S2 and covariance A circle times operator ∑, an explicit formula for the best quadratic unbiased estimator, imagebE(γ), of ∑ is obtained, where Si = {Zibi : R′ibi = M′iuifor some ui} and S1 □ S2 is the linear span of the set of all xy′ with x set membership, variant S1 and y set membership, variant S2. The distribution and the image set of imagebE(γ) are also obtained. None of the matrices A, ∑, Zi, Ri, and Mi are assumed to have full column rank.