Estimation of covariance matrices in fixed and mixed effects linear models (Q853952)
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English | Estimation of covariance matrices in fixed and mixed effects linear models |
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Estimation of covariance matrices in fixed and mixed effects linear models (English)
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7 December 2006
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covariance matrix
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decision theory
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estimation
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Haff identity
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improvement
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James--Stein estimator
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linear regression model
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minimaxity
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mixed effects model
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multivariate normal distribution
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Stein identity
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variance component
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Wishart distribution
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