Pages that link to "Item:Q1855356"
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The following pages link to Linear Toeplitz covariance structure models with optimal estimators of variance components (Q1855356):
Displaying 5 items.
- Explicit estimators under \(m\)-dependence for a multivariate normal distribution (Q907081) (← links)
- Explicit estimators of parameters in the growth curve model with linearly structured covariance matrices (Q962222) (← links)
- Shift permutation invariance in linear random factor models (Q1019538) (← links)
- On properties of Toeplitz-type covariance matrices in models with nested random effects (Q2062399) (← links)
- Estimation of Variance Components for a Linear Toeplitz Model (Q5421576) (← links)
