Distribution-free estimators of variance components for multivariate linear mixed models

DOI10.1080/10485252.2010.507868MaRDI QIDQ3021186zbMATH OpenOpenAlexFDO

Authors Jun Han

Publication date 22 July 2011

Published in Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10485252.2010.507868

zbMATH Keywords

distribution-freefamily datajoint modellingmethod of momentsMINQUEmultivariate mixed modelnon-iterativevariance components

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Estimation in multivariate analysis (62H12)

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Cites work

• A Random-Effects Model for Multiple Characteristics With Possibly Missing Data
• A Stochastic Model for the Analysis of Bivariate Longitudinal AIDS Data
• Efficient estimation of general linear mixed effects models
• Estimation and Prediction in a Multivariate Random Effects Generalized Linear Model
• Estimation of variance and covariance components—MINQUE theory
• Maximum Likelihood Approaches to Variance Component Estimation and to Related Problems
• Minimum variance quadratic unbiased estimation of variance components
• Mixed Models
• Multivariate Repeated-Measurement or Growth Curve Models with Multivariate Random-Effects Covariance Structure
• Random-Effects Models for Longitudinal Data
• Recovery of inter-block information when block sizes are unequal
• The commutation matrix: Some properties and applications

Cited in

(4)

• A distribution-free M-estimator of multivariate scatter
• General unbiased estimating equations for variance components in linear mixed models
• Frequentist delta-variance approximations with mixed-effects models and TMB
• Variance least squares estimators for multivariate linear mixed model

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