Dispersion Matrices for Variance Components Models

DOI10.2307/2286357zbMATH Open0419.62061OpenAlexW4213130536WikidataQ55981523 ScholiaQ55981523MaRDI QIDQ3852997FDOQ3852997

Authors: Shayle R. Searle, Harold V. Henderson 

Publication date: 1979

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2286357

zbMATH Keywords

linear modeleigenvaluesvariance componentsdeterminantsinversesvariance-covariance matricesbalanced datadispersion matricesquadratic subspacetwo-way cross classification

Mathematics Subject Classification ID

Analysis of variance and covariance (ANOVA) (62J10) Eigenvalues, singular values, and eigenvectors (15A18) Theory of matrix inversion and generalized inverses (15A09) Determinants, permanents, traces, other special matrix functions (15A15)

Cited In (21)

• Specification of variance matrices for panel data models
• An extended view on lifting Gaussian Bayesian networks
• Mean squared error of empirical predictor.
• The spectral decomposition of covariance matrices for the variance components models
• A note on spectral decomposition and maximum likelihood estimation in ANOVA models with balanced data
• The spectral decomposition of a covariance matrix for the balanced mixed analysis of variance model
• Bayesian covariance structure modeling of interval-censored multi-way nested survival data
• Singular value decomposition of design matrices in ANOVA with balanced data
• A note on isomorphic characterizations of the dispersion matrix in error- component models
• Eigenstructures of spatial design matrices
• Dispersion matrix in balanced mixed ANOVA models
• Experimental designs for mean and variance estimation in variance components models
• Best estimation of variance components with arbitrary kurtosis in two-way layouts mixed models
• Useful matrix transformations for panel data analysis: a survey
• Pooling cross sections with unequal time-series lengths
• On the inverse of certain patterned sums of matrices with Kronecker product structures
• The error components regression model: conditional relative efficiency comparisons
• Generalized dispersion matrices for covariance structural analysis
• Hypothesis testing in multivariate normal models with block circular covariance structures
• Some optimal tests for the equicorrelation coefficient in standard symmetric multivariate normal distribution
• Marginal permutation invariant covariance matrices with applications to linear models

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