On linear statistical models of commutative quadratic type

DOI10.1080/03610928908830100MaRDI QIDQ3474080zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

mixed modelvariance componentsANOVA modelsfixed and random effectsexact and approximate tests of fixed and random factorspoint and confidence region estimation

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Analysis of variance and covariance (ANOVA) (62J10)

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• A Note on Restricted Pseudoinverses
• A Restricted Pseudoinverse and Its Application to Constrained Minima
• Best Invariant Unbiased Estimators for the Mean Squared Error of Variance Component Estimators
• Completeness for a Family of Multivariate Normal Distributions
• Nonnegative minimum biased invariant estimation in variance component models
• Quadratic Subspaces and Completeness

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(5)

• Asymptotic tests for general linear hypotheses on variance components in models of commutative quadratic type
• VARIANCE ESTIMATION IN THE ERROR COMPONENTS REGRESSION MODEL
• The Hoeffding decomposition in linear models. In 2 vols.
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