Multivariate components of covariance model in unbalanced case

DOI10.1080/03610928808829681zbMath0644.62075OpenAlexW1996361867MaRDI QIDQ3787317

Zhi-Dong Bai, P. R. Krishnaiah, Lin Cheng Zhao

Publication date: 1988

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928808829681

zbMATH Keywords

model selectionMANOVAstrongly consistent estimatesdetermination of the rank of the random effect covariance matrixeigenstructure methodsunbalanced components of covariance model

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Analysis of variance and covariance (ANOVA) (62J10)

Cites Work

• Estimating linear statistical relationships
• A multivariate one-way classification model with random effects
• Estimation for the multivariate errors-in-variables model with estimated error covariance matrix
• Maximum likelihood estimators and likelihood ratio criteria in multivariate components of variance
• On detection of the number of signals in presence of white noise
• On detection of the number of signals when the noise covariance matrix is arbitrary
• What Should Be Done When an Estimated Between-Group Covariance Matrix Is Not Nonnegative Definite?
• An inequality with application to multivariate analysis
• Maximum Likelihood Estimation of Multivariate Covariance Components for the Balanced One-Way Layout