The spectral decomposition of a covariance matrix for the balanced mixed analysis of variance model
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Publication:417462
DOI10.1016/j.laa.2011.11.028zbMath1238.62079MaRDI QIDQ417462
Publication date: 14 May 2012
Published in: Linear Algebra and its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.laa.2011.11.028
15A18: Eigenvalues, singular values, and eigenvectors
62J10: Analysis of variance and covariance (ANOVA)
15B99: Special matrices
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Cites Work
- The spectral decomposition of covariance matrices for the variance components models
- A new method of spectral decomposition of covariance matrix in mixed effects models and its applications
- A note on spectral decomposition and maximum likelihood estimation in ANOVA models with balanced data
- Estimation of linear models with crossed-error structure
- Best quadratic unbiased estimators of the variance-covariance matrix in normal regression
- Dispersion Matrices for Variance Components Models
- A Note on Error Components Models