scientific article; zbMATH DE number 3858227

MaRDI QIDQ3326650zbMATH OpenFDO

Authors Arthur P. Dempster

Publication date 1982

zbMATH Keywords

covariance estimationGaussian linear component modelsposterior distributionSWP operators

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Analysis of variance and covariance (ANOVA) (62J10) Linear inference, regression (62J99) Probabilistic methods, stochastic differential equations (65C99)

Recommendations

• Estimations of covariance components in mixed linear models
• Estimation of covariance matrices in fixed and mixed effects linear models
• scientific article; zbMATH DE number 1359483
• scientific article; zbMATH DE number 404559
• scientific article; zbMATH DE number 3874436

Cited in

(4)

• On models and methods for Bayesian time series analysis
• Covariance Matrix Formula for Exponential Family Nonlinear Models
• Multiplicative Errors-in-Variables Models with Applications to Recent Data Released by the U.S. Department of Energy
• THREE RANK FORMULAS ASSOCIATED WITH THE COVARIANCE MATRICES OF THE BLUE AND THE OLSE IN THE GENERAL LINEAR MODEL

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3326650)