Pages that link to "Item:Q1213710"
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The following pages link to Asymptotically efficient estimation of covariance matrices with linear structure (Q1213710):
Displayed 50 items.
- Effective sample size for line transect sampling models with an application to marine macroalgae (Q321444) (← links)
- Covariance estimation: the GLM and regularization perspectives (Q449843) (← links)
- Parametrizations, fixed and random effects (Q730435) (← links)
- Analysis of multivariate longitudinal data using ARMA Cholesky and hypersphere decompositions (Q830449) (← links)
- Partial inversion for linear systems and partial closure of independence graphs (Q855285) (← links)
- Covariance chains (Q882884) (← links)
- Linear latent variable models and covariance structures (Q915307) (← links)
- Explicit estimators of parameters in the growth curve model with linearly structured covariance matrices (Q962222) (← links)
- Multivariate regression models for panel data (Q1050065) (← links)
- Generalized least squares estimation of the functional multivariate linear errors-in-variables model (Q1090032) (← links)
- A likelihood ratio test and its modifications for the homogeneity of the covariance matrices of dependent multivariate normals (Q1125546) (← links)
- Explicit solutions, one iteration convergence and averaging in the multivariate normal estimation problem for patterned means and covariances (Q1144871) (← links)
- Relative efficiencies of estimates using patterned covariances or correlations in the multivariate normal estimation problem (Q1172356) (← links)
- Analysis of evolution: evolutionary rates, independence and treeness (Q1226457) (← links)
- Stepwise BAN estimators for exponential families with multivariate normal applications (Q1232751) (← links)
- Modelling the covariance structure in marginal multivariate count models: hunting in Bioko Island (Q1695256) (← links)
- Wishart distributions on homogeneous cones (Q1770893) (← links)
- A projection method of estimation for a subfamily of exponential families (Q1819849) (← links)
- Asymptotic properties of maximum likelihood estimation in the mixed analysis of variance model (Q1893395) (← links)
- REML estimation: Asymptotic behavior and related topics (Q1922406) (← links)
- Sequences of regressions and their independences (Q1936537) (← links)
- Score matching filters for Gaussian Markov random fields with a linear model of the precision matrix (Q2072672) (← links)
- Robust modeling of multivariate longitudinal data using modified Cholesky and hypersphere decompositions (Q2129584) (← links)
- Triangular angles parameterization for the correlation matrix of bivariate longitudinal data (Q2131908) (← links)
- Inference on covariance-mean regression (Q2172004) (← links)
- Principal regression for high dimensional covariance matrices (Q2233571) (← links)
- On nonequivalence of several procedures of structural equation modeling (Q2260033) (← links)
- Hypothesis testing on linear structures of high-dimensional covariance matrix (Q2284375) (← links)
- A review of Gaussian Markov models for conditional independence (Q2301082) (← links)
- Counting and locating the solutions of polynomial systems of maximum likelihood equations. I. (Q2457330) (← links)
- Maximum likelihood degree of the two-dimensional linear Gaussian covariance model (Q2659089) (← links)
- Asymptotic tests for general linear hypotheses on variance components in models of commutative quadratic type (Q2716939) (← links)
- Maximum likelihood estimation of the linearly structured correlation matrix by a<i>Jacobi-type iterative scheme</i> (Q2862389) (← links)
- ML estimation for the multivariate normal distribution with general linear model mea1 and linear-structure covariance matrix; one-population, complete-data case (Q3033138) (← links)
- The growth curve model: a review (Q3135506) (← links)
- Structured Modeling for Post-Mortem Brain Tissue Data (Q3168527) (← links)
- Effects of the estimation of covariance matrix parameters in the generalized multivariate linear model (Q3221211) (← links)
- A New Approach for the<i>W</i>-Matrix (Q3350555) (← links)
- Binary Models for Marginal Independence (Q3541265) (← links)
- A mixed linear model with linear covariance structure: a sensitivity analysis of maximum likelihood estimators (Q3804011) (← links)
- Sparse matrices, and the estimation of variance components by likelihood methods (Q3816860) (← links)
- Estimation and tests of hypotheses for the initial mean and covariance in the kalman filter model (Q3925754) (← links)
- Explicit maximum likelihood estimators for certain patterned covariance matrices (Q4122630) (← links)
- On estimation of diagonal covariance matrices by minque (Q4147494) (← links)
- Maximum likelihood estimation of variance components-a Monte Carlo study (Q4199387) (← links)
- Estimation of a multivariate normal covariance matrix under a certain structure (Q4663082) (← links)
- An Alternative Method for Estimating the Variance Components in a Replicated Crossover Study (Q4678799) (← links)
- Robust estimation for the correlation matrix of multivariate longitudinal data (Q5033434) (← links)
- Covariance based moment equations for improved variance component estimation (Q5058310) (← links)
- Modelling multiple outcomes in repeated measures studies: Comparing aesthetic eyelid surgery techniques (Q5070494) (← links)