Sparse matrices, and the estimation of variance components by likelihood methods (Q3816860): Difference between revisions

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+Asymptotically efficient estimation of covariance matrices with linear structure
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+Programming Univariate and Multivariate Analysis of Variance
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+Least Change Secant Updates for Quasi-Newton Methods
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+Algorithms and Data Structures for Sparse Symmetric Gaussian Elimination
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+Robust Estimation of Variance Components
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+Solution of sparse linear least squares problems using Givens rotations
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+Q3664299
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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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+Newton-Raphson and Related Algorithms for Maximum Likelihood Variance Component Estimation
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+Q4879581
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+The Use of Linear Graphs in Gauss Elimination
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+Recovery of inter-block information when block sizes are unequal
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+Estimation of Variance and Covariance Components in Linear Models
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