Pages that link to "Item:Q1164938"

The following pages link to On the existence of unbiased nonnegative estimates of variance covariance components (Q1164938):

Displaying 15 items.

• The spectral decomposition of covariance matrices for the variance components models (Q853949) (← links)
• Nonnegative unbiased estimability of linear combinations of two variance components (Q1057604) (← links)
• Nonnegativity of admissible invariant quadratic estimates in mixed linear models with two variance components (Q1062395) (← links)
• Hermitian and nonnegativity preserving subspaces (Q1083504) (← links)
• A cyclic projection algorithm via duality (Q1123132) (← links)
• Balance and orthogonality in designs for mixed classification models (Q1583895) (← links)
• Nonnegative minimum biased quadratic estimation in mixed linear models (Q1599237) (← links)
• Linear Toeplitz covariance structure models with optimal estimators of variance components (Q1855356) (← links)
• Existence of maximum likelihood estimates in normal variance-components models (Q1869125) (← links)
• On the nonexistence of a global nonnegative minimum bias invariant quadratic estimator of variance components (Q1907899) (← links)
• Combined unbiased estimators based on Q-reduced model (Q2367265) (← links)
• On the characterization of nonegatively estimable linear combinations of variance components (Q3026085) (← links)
• A test for variance-covarianch parameters in normal linear models (Q3711533) (← links)
• On minimum biased quadratic estimators (Q3782583) (← links)
• Invariant nonnegative minimum norm quadratic estimator of variance components and its application (Q4322929) (← links)