Linear Toeplitz covariance structure models with optimal estimators of variance components

DOI10.1016/S0024-3795(02)00325-7MaRDI QIDQ1855356zbMATH OpenOpenAlexWikidataFDO

Authors Jean-Michel Marin, Thierry Dhorne

Publication date 5 February 2003

Published in Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0024-3795(02)00325-7

zbMATH Keywords

autoregressive modelscirculant matricesmoving average modelsquadratic unbiased estimationskewcirculant matricesspecial Jordan algebrasToeplitz matrices

Mathematics Subject Classification ID

Structure theory for Jordan algebras (17C10) Analysis of variance and covariance (ANOVA) (62J10) Generalized linear models (logistic models) (62J12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Recommendations

• OPTIMAL QUADRATIC UNBIASED ESTIMATION FOR MODELS WITH LINEAR TOEPLITZ COVARIANCE STRUCTURE
• Estimation of Variance Components for a Linear Toeplitz Model
• scientific article; zbMATH DE number 404559
• scientific article; zbMATH DE number 3870424
• scientific article; zbMATH DE number 4096593

Cites work

• Block toeplitz products of block toeplitz matrices
• Covariance hypothesis which are linear in both the covariance and the inverse covariance
• Estimating variance components in linear models
• scientific article; zbMATH DE number 3642522 (Why is no real title available?)
• scientific article; zbMATH DE number 3650737 (Why is no real title available?)
• scientific article; zbMATH DE number 3131354 (Why is no real title available?)
• scientific article; zbMATH DE number 4102349 (Why is no real title available?)
• scientific article; zbMATH DE number 192910 (Why is no real title available?)
• scientific article; zbMATH DE number 1030780 (Why is no real title available?)
• scientific article; zbMATH DE number 1455124 (Why is no real title available?)
• scientific article; zbMATH DE number 897115 (Why is no real title available?)
• scientific article; zbMATH DE number 3271181 (Why is no real title available?)
• scientific article; zbMATH DE number 3346614 (Why is no real title available?)
• scientific article; zbMATH DE number 3357844 (Why is no real title available?)
• Introduction to large truncated Toeplitz matrices
• Invariant methods for estimating variance components in mixed linear models²
• Inversion of Persymmetric Matrices Having Toeplitz Inverses
• Jordan algebras and Bayesian quadratic estimation of variance components
• Linear mixed models in practice: a SAS-oriented approach
• Minimum variance quadratic unbiased estimation of variance components
• On the existence of unbiased nonnegative estimates of variance covariance components
• On the skew-symmetric part of the product of Toeplitz matrices
• OPTIMAL QUADRATIC UNBIASED ESTIMATION FOR MODELS WITH LINEAR TOEPLITZ COVARIANCE STRUCTURE
• Optimal unbiased estimation of variance components
• Quadratic Subspaces and Completeness
• Statistical applications of Jordan algebras
• Toeplitz matrices with Toeplitz inverses revisited

Cited in

(8)

• Shift permutation invariance in linear random factor models
• On properties of Toeplitz-type covariance matrices in models with nested random effects
• OPTIMAL QUADRATIC UNBIASED ESTIMATION FOR MODELS WITH LINEAR TOEPLITZ COVARIANCE STRUCTURE
• Sample Efficient Toeplitz Covariance Estimation
• Estimation of Variance Components for a Linear Toeplitz Model
• Testing the hypothesis of a nested block covariance matrix structure with applications to medicine and natural sciences
• Explicit estimators under m-dependence for a multivariate normal distribution
• Explicit estimators of parameters in the growth curve model with linearly structured covariance matrices

This page was built for publication: Linear Toeplitz covariance structure models with optimal estimators of variance components

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1855356)