Sparse matrices, and the estimation of variance components by likelihood methods
From MaRDI portal
Publication:3816860
DOI10.1080/03610918708812599zbMath0665.62069OpenAlexW1993419674MaRDI QIDQ3816860
Publication date: 1987
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610918708812599
algorithmsmixed modelsrestricted maximum likelihoodfactorial designssparse matrix methodsanalysis of covariancecomputing maximum likelihood estimates of variance components
Related Items
The derivation of blup, ML, REML estimation methods for generalised linear mixed models ⋮ Multilevel Models for Survival Analysis with Random Effects
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Solution of sparse linear least squares problems using Givens rotations
- Asymptotically efficient estimation of covariance matrices with linear structure
- The Use of Linear Graphs in Gauss Elimination
- Robust Estimation of Variance Components
- Least Change Secant Updates for Quasi-Newton Methods
- Algorithms and Data Structures for Sparse Symmetric Gaussian Elimination
- Newton-Raphson and Related Algorithms for Maximum Likelihood Variance Component Estimation
- Maximum Likelihood Approaches to Variance Component Estimation and to Related Problems
- Programming Univariate and Multivariate Analysis of Variance
- Recovery of inter-block information when block sizes are unequal
- Estimation of Variance and Covariance Components in Linear Models
- Computing Maximum Likelihood Estimates for the Mixed A. O. V. Model Using the W Transformation
