Minimum variance quadratic unbiased estimation of variance components
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Cites work
- Estimation of variance and covariance components—MINQUE theory
- scientific article; zbMATH DE number 3341781 (Why is no real title available?)
- scientific article; zbMATH DE number 3076967 (Why is no real title available?)
- Linear Statistical Inference and its Applications
- On Quadratic Estimates of Variance Components
- Quadratic unbiased estimation of variance components for the one-way classification
- Theorems Concerning Eisenhart's Model II
Cited in
(48)- Linear spatial interpolation: Analysis with an application to San Joaquin Valley
- On the quadratic estimation of covariance matrices in multivariate linear models
- On Hsu's theorem in multivariate regression
- Minimum norm quadratic estimators of variance components
- Linear prediction and estimation methods for regression models with stationary stochastic coefficients
- On estimation of variance components with constraints
- Incomplete panels. A comparative study of alternative estimators for the unbalanced one-way error component regression model
- Efficiency properties of cell means variance component estimates
- Approaches to robust estimation in the simplest variance components model
- Linear Toeplitz covariance structure models with optimal estimators of variance components
- Maximum likelihood estimation of covariance matrices under simple tree ordering
- On empirical Bayes estimation of variance components in random effects model
- Optimization of functions of matrices with an application in statistics
- A brief biography and appreciation of Calyampudi Radhakrishna Rao, with a bibliography of his books and papers
- On the variance parameter estimator in general linear models
- Eigenvalue distributions of variance components estimators in high-dimensional random effects models
- Minimum-variance unbiased quadratic estimation of covariances of regionalized variables
- The locally MIMSQE of nonnormal error variance in quadratically balanced models
- Distribution-free estimators of variance components for multivariate linear mixed models
- scientific article; zbMATH DE number 4015919 (Why is no real title available?)
- scientific article; zbMATH DE number 4129810 (Why is no real title available?)
- On invariant quadratic unbiased estimation of variance components
- A test for variance-covarianch parameters in normal linear models
- A theorem relating minque and unweighted means estimators of variance components in the one-way design
- Empirical bayes quadratic estimators of variance components in normal linear models
- Analytical uses of Kalman filtering in econometrics — A survey
- Variance components of the linear regression model with a random intercept
- The use of equivalent linear models in mixed model estimation and prediction
- Robust tests and confidence intervals for error variance in a regression model and for functions of variance components inan unbalanced random one-way model
- Estimating genetic correlations
- Vec and vech operators for matrices, with some uses in jacobians and multivariate statistics
- Prediction of failure probability of oil wells
- Preserving relationships between variables with MIVQUE based imputation for missing survey data
- On estimation of diagonal covariance matrices by minque
- Three modifications of the principle of the minque
- Estimating variance components in hiearchical structures using minque and restricted maximum livelihood
- Nonlinear unbiased estimation in linear models†
- Best linear unbiased predictor in the mixed model with incomplete data
- OPTIMAL QUADRATIC UNBIASED ESTIMATION FOR MODELS WITH LINEAR TOEPLITZ COVARIANCE STRUCTURE
- NONNEGATIVE ESTIMATORS FOR THE ONE-WAY RANDOM EFFECTS MODEL
- Estimation in a Two Variance Components Model When one Component is Known
- Modified minimax quadratic estimation of variance components.
- Minimum variance unbiased invariant estimation of variance components under normality
- The unbalanced nested error component regression model
- An algorithm for searching optimal variance component estimators in linear mixed models
- An eigenvalue distribution derived ‘Stability Measure’ for evaluating Minimum Variance portfolios
- Quadratic estimators of covariance components in a multivariate mixed linear model
- Analysis of covariance under variance heteroscedasticity in general factorial designs
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