Dispersion Matrices for Variance Components Models

DOI10.2307/2286357MaRDI QIDQ3852997zbMATH OpenOpenAlexWikidataFDO

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)

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

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