Estimating variance components in linear models

DOI10.1016/0047-259X(76)90010-5zbMATH Open0355.62061OpenAlexW2018955890MaRDI QIDQ1237338FDOQ1237338

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)

Cites Work

• Linear Statistical Inference and its Applications
• Multilinear Algebra
• Quadratic Subspaces and Completeness
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Cited In (11)

• Estimability analysis of variance and covariance components
• On estimation of variance components with constraints
• On the quadratic estimation of covariance matrices in multivariate linear models
• A test for variance-covarianch parameters in normal linear models
• A composite likelihood approach to (co)variance components estimation
• Equality of two blues and ridge-type estimates
• On a matrix identity associated with generalized least squares
• Title not available (Why is that?)
• Linear Toeplitz covariance structure models with optimal estimators of variance components
• On least squares estimation of generalized covariance functions
• Quadratic covariance estimation and equivalence of predictions

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