Multivariate components of covariance model in unbalanced case

DOI10.1080/03610928808829681MaRDI QIDQ3787317zbMATH OpenOpenAlexFDO

Authors Zhidong Bai, P. R. Krishnaiah, Lincheng Zhao

Publication date 1988

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

Full work available at URL https://doi.org/10.1080/03610928808829681

zbMATH Keywords

determination of the rank of the random effect covariance matrixeigenstructure methodsMANOVAmodel selectionstrongly consistent estimatesunbalanced components of covariance model

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Analysis of variance and covariance (ANOVA) (62J10)

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Cites work

• A multivariate one-way classification model with random effects
• An inequality with application to multivariate analysis
• Estimating linear statistical relationships
• Estimation for the multivariate errors-in-variables model with estimated error covariance matrix
• Maximum Likelihood Estimation of Multivariate Covariance Components for the Balanced One-Way Layout
• Maximum likelihood estimators and likelihood ratio criteria in multivariate components of variance
• On detection of the number of signals in presence of white noise
• On detection of the number of signals when the noise covariance matrix is arbitrary
• What Should Be Done When an Estimated Between-Group Covariance Matrix Is Not Nonnegative Definite?

Cited in

(5)

• Estimation of Covariance Matrices in Unbalanced Random and Mixed Multivariate Models
• Asymptotic properties of the estimators for multivariate components of variance
• On rates of convergence of information theoretic criterion in rank determination of one-way random effects models
• scientific article; zbMATH DE number 3945140 (Why is no real title available?)
• Resolving the ambiguity of random‐effects models with singular precision matrix

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