Best unbiased estimates for parameters of three-level multivariate data with doubly exchangeable covariance structure (Q2408942): Difference between revisions

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-Roman Zmyślony
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+https://doi.org/10.1016/j.laa.2017.08.005
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+Least squares and generalized least squares in models with orthogonal block structure
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+Q5618170
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+Q4114614
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+Uniformly minimum variance unbiased estimation in various classes of estimators, I.<sup>2</sup>
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+Q3040349
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+When are Gauss-Markov and Least Squares Estimators Identical? A Coordinate-Free Approach
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+Classification rules for triply multivariate data with an AR(1) correlation structure on the repeated measures over time
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+Linear discrimination for multi-level multivariate data with separable means and jointly equicorrelated covariance structure
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+Linear discrimination for three-level multivariate data with a separable additive mean vector and a doubly exchangeable covariance structure
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+Discrimination with jointly equicorrelated multi-level multivariate data
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+Estimating and Testing a Structured Covariance Matrix for Three-Level Multivariate Data
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+Linear Models with Doubly Exchangeable Distributed Errors
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+Optimal estimation for doubly multivariate data in blocked compound symmetric covariance structure
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+Quadratic Subspaces and Completeness
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+Publication:2408942