The spectral decomposition of a covariance matrix for the balanced mixed analysis of variance model (Q417462): Difference between revisions

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+Best quadratic unbiased estimators of the variance-covariance matrix in normal regression
+Normal rank
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+Estimation of linear models with crossed-error structure
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+The spectral decomposition of covariance matrices for the variance components models
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+A new method of spectral decomposition of covariance matrix in mixed effects models and its applications
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+A Note on Error Components Models
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+Normal rank
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+Dispersion Matrices for Variance Components Models
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+A note on spectral decomposition and maximum likelihood estimation in ANOVA models with balanced data
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