Computation of variance components by the MINQUE method (Q1069247): Difference between revisions
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Property / cites work: MINQUE and ANOVA Estimator for One-way Classification - a Risk Comparison / rank | |||
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Property / cites work: Maximum Likelihood Approaches to Variance Component Estimation and to Related Problems / rank | |||
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Property / cites work: C. R. Rao's minque under four two-way anova models / rank | |||
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Property / cites work: On recent progress of minque theory nonnegative estimation, consistency, asymptotic normality and explicite formulae<sup>1</sup> / rank | |||
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Property / cites work: Q4039798 / rank | |||
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Property / cites work: Minimum Variance Quadratic Unbiased Estimation (MIVQUE) of Variance Components / rank | |||
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Latest revision as of 10:33, 17 June 2024
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English | Computation of variance components by the MINQUE method |
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Computation of variance components by the MINQUE method (English)
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1986
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We present a new method of computing C. R. Rao's MINQUE in variance component models \((y=X\beta +U_ 1\xi_ 1+\cdots +U_ p\xi_ p)\), which requires only inversion and storage of \(n_ i\times n_ i\) matrices, where \(n_ i\) is the number of columns in \(U_ i\). In many cases most of these matrices are of diagonal form. In particular, the derivation of MINQUE equations for univariate nested classification models does not need any inversion of matrices.
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computation of variance components
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general linear model
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multivariate models
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MINQUE
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nested classification models
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