Explicit maximum likelihood estimates from balanced data in the mixed model of the analysis of variance
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Publication:1154764
DOI10.1214/AOS/1176345073zbMATH Open0465.62069OpenAlexW2068113462MaRDI QIDQ1154764FDOQ1154764
Authors: Ted H. Szatrowski, John J. Miller 
Publication date: 1980
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176345073
Point estimation (62F10) Estimation in multivariate analysis (62H12) Analysis of variance and covariance (ANOVA) (62J10)
Cited In (14)
- REML estimation: Asymptotic behavior and related topics
- MANOVA in the multivariate components of variance model
- The spectral decomposition of covariance matrices for the variance components models
- On the maximum likelihood estimation for certain MANOVA models
- Bayesian multi-way balanced nested MANOVA models with random effects and a large number of the main factor levels
- Maximum likelihood estimation in mixed normal models with two variance Components
- Likelihood ratio tests for covariance hypotheses generating commutative quadratic subspaces
- Experimental designs for mean and variance estimation in variance components models
- The growth curve model: a review
- A matrix inequality and its statistical application
- Estimability of variance components when all model matrices commute
- ML estimation for the multivariate normal distribution with general linear model mea1 and linear-structure covariance matrix; one-population, complete-data case
- Generalized dispersion matrices for covariance structural analysis
- Existence of maximum likelihood estimates in normal variance-components models
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