Quadratic estimators of covariance components in a multivariate mixed linear model (Q635895): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
ReferenceBot (talk | contribs)
Changed an Item
 
(One intermediate revision by one other user not shown)
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1007/s10260-006-0043-3 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W1965980163 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Criteria for estimability in multivariate linear models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Linear mixed models and penalized least squares / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3795085 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3771433 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Regression systems for unbalanced panel data: a stepwise maximum likelihood procedure / rank
 
Normal rank
Property / cites work
 
Property / cites work: Maximum likelihood estimation of a set of covariance matrices under Löwner order restrictions with applications to balanced multivariate variance components models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Generalized least squares estimators for covariance parameters for credibility regression models with moving average errors / rank
 
Normal rank
Property / cites work
 
Property / cites work: Gauss-Markov Estimation for Multivariate Linear Models: A Coordinate Free Approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Mixed Effects Model and Simultaneous Diagonalization of Symmetric Matrices / rank
 
Normal rank
Property / cites work
 
Property / cites work: Invariant methods for estimating variance components in mixed linear models<sup>2</sup> / rank
 
Normal rank
Property / cites work
 
Property / cites work: Admissible estimators of variance components obtained via submodels / rank
 
Normal rank
Property / cites work
 
Property / cites work: When are Gauss-Markov and Least Squares Estimators Identical? A Coordinate-Free Approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: The commutation matrix: Some properties and applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: New Criteria for Estimability for Linear Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: The variance matrix of a matrix quadratic form %81¡ under normality assumptions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Invariant quadratic unbiased estimation for two variance components / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation of variance and covariance components—MINQUE theory / rank
 
Normal rank
Property / cites work
 
Property / cites work: Minimum variance quadratic unbiased estimation of variance components / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation of parameters in a linear model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4039798 / rank
 
Normal rank
Property / cites work
 
Property / cites work: That BLUP is a good thing: The estimation of random effects. With comments and a rejoinder by the author / rank
 
Normal rank
Property / cites work
 
Property / cites work: Linear Spaces and Unbiased Estimation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Linear Spaces and Unbiased Estimation--Application to the Mixed Linear Model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Linear Spaces and Minimum Variance Unbiased Estimation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Linear Least Squares Regression / rank
 
Normal rank
Property / cites work
 
Property / cites work: On Canonical Forms, Non-Negative Covariance Matrices and Best and Simple Least Squares Linear Estimators in Linear Models / rank
 
Normal rank

Latest revision as of 10:41, 4 July 2024

scientific article
Language Label Description Also known as
English
Quadratic estimators of covariance components in a multivariate mixed linear model
scientific article

    Statements

    Quadratic estimators of covariance components in a multivariate mixed linear model (English)
    0 references
    0 references
    25 August 2011
    0 references
    0 references
    0 references
    0 references
    0 references
    linear operator
    0 references
    orthogonal projection
    0 references
    quadratic form
    0 references
    generalized least squares estimator
    0 references
    estimable parametric function
    0 references
    0 references
    0 references
    0 references
    0 references