The following pages link to Jürgen Kleffe (Q2266551):
Displayed 44 items.
- (Q689382) (redirect page) (← links)
- Inadmissibility but near optimality of an estimator of correlated response variance under additive models (Q689383) (← links)
- Nonnegativity of admissible invariant quadratic estimates in mixed linear models with two variance components (Q1062395) (← links)
- On Hsu's theorem in multivariate regression (Q1140383) (← links)
- Estimation of mean square error of empirical best linear unbiased predictors under a random error variance linear model (Q1201126) (← links)
- Quadratic estimation in mixed linear models with two variance components (Q2266552) (← links)
- (Q3048088) (← links)
- Simultaneous estimation of expectation and covarianee matrix in linear models<sup>2</sup> (Q3051236) (← links)
- Parent-offspring and sibling correlation estimation based on MINQUE theory (Q3142240) (← links)
- Inequalities for moments of quadratic forms with applications to a.s. convergence (Q3334706) (← links)
- (Q3485846) (← links)
- (Q3694471) (← links)
- (Q3698104) (← links)
- (Q3716101) (← links)
- (Q3725361) (← links)
- (Q3749976) (← links)
- The Existence of Asymptotically Unbiased Nonnegative Quadratic Estimates of Variance Components in ANOVA Models (Q3788918) (← links)
- Minimum Norm Estimation Under Parameter Constraints with an Application to Insurance (Q3842736) (← links)
- On recent progress of minque theory nonnegative estimation, consistency, asymptotic normality and explicite formulae<sup>1</sup> (Q3908344) (← links)
- C. R. Rao's minque under four two-way anova models (Q3909858) (← links)
- (Q3932160) (← links)
- Mean Square Error Comparison for MINQUE, ANOVA and Two Alternative Estimators Under the Unbalanced One‐Way Random Model (Q3940676) (← links)
- (Q3945415) (← links)
- (Q3976293) (← links)
- (Q4039798) (← links)
- Best quadratic unbiased estimators for variance components in the balanced two-way classification model (Q4064883) (← links)
- Bayes invariant quadratic estimators for variance components in linear models (Q4082173) (← links)
- A note on minque for normal models (Q4119987) (← links)
- Best Unbiased Estimators for Variance Components with Application to the Unbalanced one-way Classification (Q4140245) (← links)
- (Q4142509) (← links)
- Invariant methods for estimating variance components in mixed linear models<sup>2</sup> (Q4147496) (← links)
- A note on ∞manque in variance covariance components models (Q4158342) (← links)
- On quadratic estimation of heteroscedastic variances (Q4164214) (← links)
- (Q4170107) (← links)
- (Q4171455) (← links)
- (Q4187183) (← links)
- (Q4191460) (← links)
- (Q4199386) (← links)
- Bates and best quadratic unbiased estimators for parameters of the covariance matrix in a normal linear model (Q4403577) (← links)
- MINIMUM NORM ESTIMATION OF VARIANCE COMPONENTS FOR LIFE INSURANCE DATA (Q4540677) (← links)
- (Q4721434) (← links)
- Bates and best quadratic unbiased estimators for variance components and heteroscedastie variances in linear models (Q4772029) (← links)
- (Q4885470) (← links)
- Principal components of random variables with values in a seperable hilbert space (Q5184313) (← links)