On linear statistical models of commutative quadratic type
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DOI10.1080/03610928908830100zbMATH Open0696.62294OpenAlexW1984161062MaRDI QIDQ3474080FDOQ3474080
Authors: Bärbel Elpelt
Publication date: 1989
Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610928908830100
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Cites Work
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- Nonnegative minimum biased invariant estimation in variance component models
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- Quadratic Subspaces and Completeness
- A Restricted Pseudoinverse and Its Application to Constrained Minima
- Completeness for a Family of Multivariate Normal Distributions
- A Note on Restricted Pseudoinverses
- Best Invariant Unbiased Estimators for the Mean Squared Error of Variance Component Estimators
Cited In (5)
- Asymptotic tests for general linear hypotheses on variance components in models of commutative quadratic type
- Nonnegative estimation of variance components in an unbalanced one way random effects model
- Title not available (Why is that?)
- VARIANCE ESTIMATION IN THE ERROR COMPONENTS REGRESSION MODEL
- The Hoeffding decomposition in linear models. In 2 vols.
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