Linear Toeplitz covariance structure models with optimal estimators of variance components
From MaRDI portal
Publication:1855356
DOI10.1016/S0024-3795(02)00325-7zbMath1009.62056WikidataQ60461510 ScholiaQ60461510MaRDI QIDQ1855356
Jean-Michel Marin, Thierry Dhorne
Publication date: 5 February 2003
Published in: Linear Algebra and its Applications (Search for Journal in Brave)
autoregressive models; Toeplitz matrices; circulant matrices; moving average models; special Jordan algebras; quadratic unbiased estimation; skewcirculant matrices
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62J12: Generalized linear models (logistic models)
62J10: Analysis of variance and covariance (ANOVA)
17C10: Structure theory for Jordan algebras
Related Items
Estimation of Variance Components for a Linear Toeplitz Model, Explicit estimators of parameters in the growth curve model with linearly structured covariance matrices, Shift permutation invariance in linear random factor models
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Toeplitz matrices with Toeplitz inverses revisited
- Optimal unbiased estimation of variance components
- Covariance hypothesis which are linear in both the covariance and the inverse covariance
- On the existence of unbiased nonnegative estimates of variance covariance components
- Jordan algebras and Bayesian quadratic estimation of variance components
- Estimating variance components in linear models
- On the skew-symmetric part of the product of Toeplitz matrices
- Introduction to large truncated Toeplitz matrices
- Statistical applications of Jordan algebras
- Linear mixed models in practice: a SAS-oriented approach
- Minimum variance quadratic unbiased estimation of variance components
- Block toeplitz products of block toeplitz matrices
- Invariant methods for estimating variance components in mixed linear models2
- OPTIMAL QUADRATIC UNBIASED ESTIMATION FOR MODELS WITH LINEAR TOEPLITZ COVARIANCE STRUCTURE
- Quadratic Subspaces and Completeness
- Inversion of Persymmetric Matrices Having Toeplitz Inverses
