Estimation and testing in constrained covariance component models
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- scientific article; zbMATH DE number 946691
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(12)- Maximum likelihood computation based on the Fisher scoring and Gauss-Newton quadratic approximations
- On estimation of variance components with constraints
- Confidence interval estimation of overlap: equal means case.
- Linear semi-infinite programming theory: an updated survey
- Bootstrap adjusted estimators in a restricted setting
- Estimability analysis of variance and covariance components
- A modified Newton method for constrained estimation in covariance structure analysis
- On statistical inference with parameter estimates on the boundary of the parameter space
- Estimating density functions: a constrained maximum likelihood approach*
- Covariance Matrices for Parameter Estimates of Constrained Parameter Estimation Problems
- Covariance selection and multivariate dependence
- On algorithms for restricted maximum likelihood estimation
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