scientific article; zbMATH DE number 192910
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- Optimal unbiased estimation of variance components
- Nonlinear unbiased estimation in the linear regression model with nonnormal disturbances
- Quadratic unbiased estimation without invariance and its application in the unbalanced one-way random model
- A note on non-negative minimum bias MINQE in variance components model
- Jordan algebras and Bayesian quadratic estimation of variance components
- Estimation of the first and second order parameters in regression models with special structure
- Bayes invariant quadratic estimation in general linear regression models
- The variance matrix of sample second-order moments in multivariate linear relations
- Estimation of mean square error of empirical best linear unbiased predictors under a random error variance linear model
- On the correlation between \(\overline X\) and \(S^ 2\)
- Nonnegative estimation of variance components in unbalanced mixed models with two variance components
- Asymptotic properties of the growth curve model with covariance components
- Some practical estimation procedures for variance components.
- Cochran theorems for a multivariate vector-elliptically contoured model. II
- Sufficent conditions for orthogonal designs in mixed linear models
- On estimation of variance components with constraints
- Matrix results on the Khatri-Rao and Tracy-Singh products
- Efficiency properties of cell means variance component estimates
- Best estimation of variance components with arbitrary kurtosis in two-way layouts mixed models
- A derivation of BLUP -- best linear unbiased predictor
- A note on invariant quadratics
- Wald consistency and the method of sieves in REML estimation
- Analysis of fixed effects linear models under heteroscedastic errors
- Least squares in general vector spaces revisited.
- Inference for nested error linear regression models with unequal error variances
- Balance and orthogonality in designs for mixed classification models
- Improved nonnegative estimation of multivariate components of variance
- Reference priors for shrinkage and smoothing parameters
- Nonnegative minimum biased quadratic estimation in mixed linear models
- A composite likelihood approach to (co)variance components estimation
- Global sensitivity analysis: a generalized, unbiased and optimal estimator of total-effect variance
- Reliability estimation through the linear mixed effects model
- On testing variance components in unbalanced mixed linear model.
- Dispersion matrix in balanced mixed ANOVA models
- Several inequalities involving Khatri-Rao products of positive semidefinite matrices
- Linear Toeplitz covariance structure models with optimal estimators of variance components
- Small sample properties of the power function of \(F\) tests in two-way error component regression.
- Existence of maximum likelihood estimates in normal variance-components models
- Maximum likelihood estimation of covariance matrices under simple tree ordering
- On empirical Bayes estimation of variance components in random effects model
- Mean squared error of empirical predictor.
- Linear minimax-estimation in linear models with affine and ellipsoidal restrictions
- Optimization of functions of matrices with an application in statistics
- A brief biography and appreciation of Calyampudi Radhakrishna Rao, with a bibliography of his books and papers
- The asymptotic variance matrices of the sample correlation matrix in elliptical and normal situations and their proportionality
- On inequality constrained generalized least squares selections in the general possibly singular Gauss-Markov model: A projector theoretical approach
- Linear plus quadratic (LPQ) quasiminimax estimation in the linear regression model
- The randomization model for experiments in block designs and the recovery of inter-block information
- REML estimation: Asymptotic behavior and related topics
- Approximate tests in unbalanced two-way random models without interaction
- Linear error propagation law and plug-in estimators.
- Seemingly unrelated regression models.
- Restricted maximum likelihood estimation of a common mean and the Mandel-Paule algorithm
- Inequalities involving Hadamard products of positive semidefinite matrices
- Estimating variances in time series kriging using convex optimization and empirical BLUPs
- General unbiased estimating equations for variance components in linear mixed models
- Uncertainty quantification: a minimum variance unbiased (joint) estimator of the non-normalized Sobol' indices
- Estimators of covariances in time series models
- Quadratic estimation in mixed linear models with two variance components
- On some results of C. Radhakrishna Rao applicable to the analysis of multi-environment variety trials
- On a mixed model analysis of multi-environment variety trials: a reconsideration of the one-stage and the two-stage models and analyses
- Non-identifiable parametric probability models and reparametrization
- Estimation and incommutativity in mixed models
- Rényi statistics for testing hypotheses in mixed linear regression models
- Estimability analysis of variance and covariance components
- Unbiased invariant minimum norm estimation in generalized growth curve model
- Consistent variable selection in high dimensional regression via multiple testing
- Nonparametric regression penalizing deviations from additivity
- Quadratic unbiased estimation of nonstandard parametric functions
- Asymptotic tests for general linear hypotheses on variance components in models of commutative quadratic type
- The superiorities of empirical Bayes estimation of variance components in random effects model
- Note on a calibration problem: selected results and extensions of Professor Kubáček's research
- Applied regression analysis bibliography update 1988-89
- A note on the correlation betweenS 2 and the least squares estimator in the linear regression model
- A note on fiducial generalized pivots for in one-way heteroscedastic ANOVA with random effects
- Maximum likelihood estimation in mixed normal models with two variance Components
- Variance component estimation in multiple regression models having a nested error structure
- Minimum Variance Quadratic Unbiased Estimation for the Variance Components in Simple Linear Regression with Onefold Nested Error
- Problems of an additional experiment
- MAXIMUM LIKELIHOOD ESTIMATION IN LINEAR MODELS WITH EQUI-CORRELATED RANDOM ERRORS
- Univariate linear calibration via replicated errors-in-variables model
- Two Non-Negative Estimators for the Model With a Common Mean
- Eliminating transformations for nuisance parameters in linear regression models with type I constraints
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- Isotropic Spectral Additive Models of the Covariogram
- A second bibliography on variance components
- On the role of minque in testing of hypotheses under hiked linear models
- Computable MINQUE-Type Estimates of Variance Components
- Minimum Norm Estimation Under Parameter Constraints with an Application to Insurance
- Estimation of Mixed Parametric Functions In The Variance Components Model
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