Estimating variance components in linear models

DOI10.1016/0047-259X(76)90010-5zbMath0355.62061OpenAlexW2018955890MaRDI QIDQ1237338

Friedrich Pukelsheim

Publication date: 1976

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0047-259x(76)90010-5

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Analysis of variance and covariance (ANOVA) (62J10) Multilinear algebra, tensor calculus (15A69)

Related Items

A test for variance-covarianch parameters in normal linear models ⋮ On the quadratic estimation of covariance matrices in multivariate linear models ⋮ On a matrix identity associated with generalized least squares ⋮ Estimability analysis of variance and covariance components ⋮ On least squares estimation of generalized covariance functions ⋮ Quadratic covariance estimation and equivalence of predictions ⋮ Equality of two blues and ridge-type estimates ⋮ On estimation of variance components with constraints ⋮ Linear Toeplitz covariance structure models with optimal estimators of variance components ⋮ Unnamed Item ⋮ A composite likelihood approach to (co)variance components estimation

Cites Work

• Multilinear Algebra
• Quadratic Subspaces and Completeness
• Linear Statistical Inference and its Applications
• Unnamed Item
• Unnamed Item
• Unnamed Item