Estimation of covariance matrices in fixed and mixed effects linear models (Q853952): Difference between revisions

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-.1016/j.jmva.2005.11.004
@@ Property / DOI: 10.1016/j.jmva.2005.11.004 / rank @@
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+What Should Be Done When an Estimated Between-Group Covariance Matrix Is Not Nonnegative Definite?
+Normal rank
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+Posterior propriety and admissibiity of hyperpriors in normal hierarchical models
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+Maximum likelihood estimation of a set of covariance matrices under Löwner order restrictions with applications to balanced multivariate variance components models
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+An identity for the Wishart distribution with applications
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+Empirical Bayes estimation of the multivariate normal covariance matrix
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+Distributions of Matrix Variates and Latent Roots Derived from Normal Samples
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+Q3185327
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+Normal rank
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+Shrinkage and modification techniques in estimation of variance and the related problems: A review
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+Q5286556
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+Normal rank
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+Estimating the covariance matrix: A new approach
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+Normal rank
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+Improved nonnegative estimation of variance components in balanced multivariate mixed models
+Normal rank
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+Equivariant estimators of the covariance matrix
@@ Property / cites work: Equivariant estimators of the covariance matrix / rank @@
+Normal rank
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+Q3773089
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+Normal rank
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+Q3854462
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+Normal rank
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+Improved nonnegative estimation of multivariate components of variance
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+Inadmissibility of the usual estimator for the variance of a normal distribution with unknown mean
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+Q4130201
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+Normal rank
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+Q3854463
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+Estimation of a covariance matrix using the reference prior
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@@ Property / DOI @@
+.1016/J.JMVA.2005.11.004
@@ Property / DOI: 10.1016/J.JMVA.2005.11.004 / rank @@
+Normal rank