Estimation of Variance Components for a Linear Toeplitz Model

DOI10.1080/03610920701215431MaRDI QIDQ5421576zbMATH OpenOpenAlexWikidataFDO

Authors Jean-Michel Marin

Publication date 24 October 2007

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610920701215431

zbMATH Keywords

Gaussian maximum likelihoodLMIVQUEToeplitz covariance

Mathematics Subject Classification ID

Point estimation (62F10) Estimation in multivariate analysis (62H12) Linear inference, regression (62J99) Monte Carlo methods (65C05)

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• Linear Toeplitz covariance structure models with optimal estimators of variance components
• Maximum Likelihood Approaches to Variance Component Estimation and to Related Problems
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• OPTIMAL QUADRATIC UNBIASED ESTIMATION FOR MODELS WITH LINEAR TOEPLITZ COVARIANCE STRUCTURE
• Optimal unbiased estimation of variance components
• Quadratic estimation in mixed linear models with two variance components
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Cited in

(4)

• Linear Toeplitz covariance structure models with optimal estimators of variance components
• OPTIMAL QUADRATIC UNBIASED ESTIMATION FOR MODELS WITH LINEAR TOEPLITZ COVARIANCE STRUCTURE
• scientific article; zbMATH DE number 962256 (Why is no real title available?)
• Iterative maximum‐likelihood estimation of parameters of the Toeplitz correlation structure

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