A New Approach for the<i>W</i>-Matrix (Q3350555): Difference between revisions

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+https://doi.org/10.1080/00949658808811065
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+W1998436380
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@@ Property / cites work @@
+Asymptotically efficient estimation of covariance matrices with linear structure
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+Restricted Maximum Likelihood (REML) Estimation of Variance Components in the Mixed Model
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+Multilevel mixed linear model analysis using iterative generalized least squares
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+Multilevel covariance component models
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+Maximum-likelihood estimation for the mixed analysis of variance model
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+Maximum Likelihood Approaches to Variance Component Estimation and to Related Problems
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+Computing Maximum Likelihood Estimates for the Mixed A. O. V. Model Using the W Transformation
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+Improved Algorithm for the W-Transform in Variance Component Estimation
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+Newton-Raphson and Related Algorithms for Maximum Likelihood Variance Component Estimation
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+Unbalanced Repeated-Measures Models with Structured Covariance Matrices
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+A Method for Calculating MINQUE Estimators of Variance Components
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+Q3875078
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+Maximum Likelihood Computations with Repeated Measures: Application of the EM Algorithm
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+Computation of MINQUE Variance Component Estimates
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+Maximum likelihood estimation of variance components-a Monte Carlo study
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+A Survey of Numerical Methods for Unconstrained Optimization
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+A Note on the W Transformation
@@ Property / cites work: A Note on the W Transformation / rank @@
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