A New Approach for theW-Matrix

DOI10.1080/00949658808811065MaRDI QIDQ3350555zbMATH OpenOpenAlexFDO

Authors Jangtaek Lee, Byung Chun Kim

Publication date 1988

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949658808811065

zbMATH Keywords

maximum likelihood estimatesmixed analysis of variance modelvariance componentsW transformation

Mathematics Subject Classification ID

Analysis of variance and covariance (ANOVA) (62J10) Probabilistic methods, stochastic differential equations (65C99)

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Cites work

• A Method for Calculating MINQUE Estimators of Variance Components
• A Note on the W Transformation
• A Survey of Numerical Methods for Unconstrained Optimization
• Asymptotically efficient estimation of covariance matrices with linear structure
• Computation of MINQUE Variance Component Estimates
• Computing Maximum Likelihood Estimates for the Mixed A. O. V. Model Using the W Transformation
• scientific article; zbMATH DE number 3678917 (Why is no real title available?)
• Improved Algorithm for the W-Transform in Variance Component Estimation
• Maximum Likelihood Approaches to Variance Component Estimation and to Related Problems
• Maximum Likelihood Computations with Repeated Measures: Application of the EM Algorithm
• Maximum likelihood estimation of variance components-a Monte Carlo study
• Maximum-likelihood estimation for the mixed analysis of variance model
• Multilevel covariance component models
• Multilevel mixed linear model analysis using iterative generalized least squares
• Newton-Raphson and Related Algorithms for Maximum Likelihood Variance Component Estimation
• Restricted Maximum Likelihood (REML) Estimation of Variance Components in the Mixed Model
• Unbalanced Repeated-Measures Models with Structured Covariance Matrices

Cited in

(3)

• scientific article; zbMATH DE number 3872605 (Why is no real title available?)
• Matrix WA + A^tW and its applications
• On simplifying the matrix of a wff

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