Two kinds of variance/covariance estimates in linear mixed models (Q361874): Difference between revisions

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+Optimal rates of convergence for covariance matrix estimation
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+Best Nonnegative Invariant Partially Orthogonal Quadratic Estimation in Normal Regression
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+Estimation in mixed effects model with errors in variables
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+High dimensional covariance matrix estimation using a factor model
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+High-dimensional covariance matrix estimation in approximate factor models
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+Nonnegative minimum biased invariant estimation in variance component models
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+Maximum Likelihood Approaches to Variance Component Estimation and to Related Problems
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+REML estimation: Asymptotic behavior and related topics
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+Maximum Likelihood Computations with Repeated Measures: Application of the EM Algorithm
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+Partial estimation of covariance matrices
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+Normal rank
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+Estimation in linear mixed models for longitudinal data under linear restricted conditions
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+Tests for variance components in varying coefficient mixed models
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+On Variance Components in Semiparametric Mixed Models for Longitudinal Data
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+Estimation of Variance and Covariance Components in Linear Models
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+Linear mixed models for longitudinal data
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