scientific article

zbMath0645.62073MaRDI QIDQ4039798

C. Radhakrishna Rao, Jürgen Kleffe

Publication date: 5 June 1993

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

predictionestimabilityasymptotic propertieslinear modelvariance components modelIdentifiabilitymixed linear modelsselection problemsnatural estimatorsminimum norm quadratic estimationMINQEasymptotic distributions of quadratic functionsIMINQEiterated MINQEminimum variance quadratic estimators

Mathematics Subject Classification ID

Theory of matrix inversion and generalized inverses (15A09) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Analysis of variance and covariance (ANOVA) (62J10)

Related Items

Univariate linear calibration via replicated errors-in-variables model, Multivariate regression model with constraints, MINIMUM NORM ESTIMATION OF VARIANCE COMPONENTS FOR LIFE INSURANCE DATA, NONNEGATIVE ESTIMATORS FOR THE ONE-WAY RANDOM EFFECTS MODEL, Unnamed Item, Covariance based moment equations for improved variance component estimation, Nonnegative estimation of variance components in an unbalanced one way random effects model, Estimation of Mixed Parametric Functions In The Variance Components Model, Unnamed Item, Two Non-Negative Estimators for the Model With a Common Mean, Dimension Reduction with Linear Discriminant Functions Based on an Odds Ratio Parameterization, Unnamed Item, Linear approximate Bayes estimator for variance components in random effects model*, A simple approach for the analysis of generalizea linear mixed models, Least Squares and Minimum MSE Estimators of Variance Components in Mixed Linear Models, Unnamed Item, Nonlinear unbiased estimation in linear models^†, Invariant nonnegative minimum norm quadratic estimator of variance components and its application, On moments of quadratic forms in non-spherically distributed variables, The Hadamard Product and Some of its Applications in Statistics, Minqe, maximum likelihood estimation and fisher scoring algorithm for non linear variance models, Covariance components estimation in the growth curve model, Inference in nonorthogonal mixed models, Unnamed Item, On the role of minque in testing of hypotheses under hiked linear models, Unnamed Item, Analyzing Multi‐environment Variety Trials Using Randomization‐Derived Mixed Models, Unnamed Item, On Combining Information in Generally Balanced Nested Block Designs, Independent Quadratic Forms in 3-Variance-Component Models, Estimation of Variance Components for a Linear Toeplitz Model, Estimation of variance components in mixed linear models, Minimum Norm Estimation Under Parameter Constraints with an Application to Insurance, On least squares estimation of generalized covariance functions, The limiting distribution of theF-statistic from nonnormal universes, Regression Model Selection—A Residual Likelihood Approach, Confidence regions in a multivariate regression model with constraints II, Inference for Variance Components in a Mixed Model for Unbalanced Split Plot Design, LAN, LAM and convergence of iterative ML estimates; optimal design in Gaussian one-way mixed model, Alternative Approaches for the Use of Uncertain Prior Information to Overcome the Rank-Deficiency of a Linear Model, STATISTICAL TESTS FOR NESTED DESIGNS UNDER PARTIAL BALANCE, Isotropic Spectral Additive Models of the Covariogram, OPTIMAL QUADRATIC UNBIASED ESTIMATION FOR MODELS WITH LINEAR TOEPLITZ COVARIANCE STRUCTURE, Unnamed Item, Unnamed Item, Unnamed Item, Unnamed Item, Minimum Variance Quadratic Unbiased Estimation for the Variance Components in Simple Linear Regression with Onefold Nested Error, Problems of an additional experiment, Unnamed Item, MAXIMUM LIKELIHOOD ESTIMATION IN LINEAR MODELS WITH EQUI-CORRELATED RANDOM ERRORS, Unnamed Item, Unnamed Item, Estimation in a Two Variance Components Model When one Component is Known, Minqe(U, I) and Umvique of the Covariance Matrix in the Growth Curve Model, Maximum likelihood estimation in mixed normal models with two variance Components, On a mixed model analysis of multi-environment variety trials: a reconsideration of the one-stage and the two-stage models and analyses, Efficiency properties of cell means variance component estimates, 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., Unnamed Item, Best estimation of variance components with arbitrary kurtosis in two-way layouts mixed models, Linear minimax-estimation in linear models with affine and ellipsoidal restrictions, Non-identifiable parametric probability models and reparametrization, A derivation of BLUP -- best linear unbiased predictor, Optimization of functions of matrices with an application in statistics, A note on invariant quadratics, 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, Wald consistency and the method of sieves in REML estimation, Linear plus quadratic (LPQ) quasiminimax estimation in the linear regression model, Estimation and incommutativity in mixed models, The randomization model for experiments in block designs and the recovery of inter-block information, Optimal prediction designs in finite discrete spectrum linear regression models, REML estimation: Asymptotic behavior and related topics, Nonlinear unbiased estimation in the linear regression model with nonnormal disturbances, Approximate tests in unbalanced two-way random models without interaction, Analysis of fixed effects linear models under heteroscedastic errors, Preserving relationships between variables with MIVQUE based imputation for missing survey data, Robust-efficient fitting of mixed linear models: methodology and theory, Linear error propagation law and plug-in estimators., A modified two-factor multivariate analysis of variance: asymptotics and small sample approxi\-mations, Conditional and unconditional methods for selecting variables in linear mixed models, Rényi statistics for testing hypotheses in mixed linear regression models, Quadratic estimators of covariance components in a multivariate mixed linear model, Seemingly unrelated regression models., Global sensitivity analysis: a generalized, unbiased and optimal estimator of total-effect variance, Uncertainty quantification: a minimum variance unbiased (joint) estimator of the non-normalized Sobol' indices, A mixed model analysis of variance for multi-environment variety trials, Heteroscedastic ANOVA: old \(p\) values, new views, Characterizations of two-way layouts from the point of view of variance component estimation in the corresponding mixed linear models, Least squares in general vector spaces revisited., Simultaneous optimal estimation in linear mixed models, Asymptotic tests for general linear hypotheses on variance components in models of commutative quadratic type, Quadratic unbiased estimation without invariance and its application in the unbalanced one-way random model, Restricted maximum likelihood estimation of a common mean and the Mandel-Paule algorithm, A note on non-negative minimum bias MINQE in variance components model, Inequalities involving Hadamard products of positive semidefinite matrices, Quadratic subspaces and construction of Bayes invariant quadratic estimators of variance components in mixed linear models, 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, Simultaneous optimality of LSE and ANOVA estimate in general mixed 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, Inadmissibility but near optimality of an estimator of correlated response variance under additive models, Testing hypotheses in mixed linear models, Estimability analysis of variance and covariance components, Lattices of Jordan algebras, Consistent nonnegative estimates of variance components, On the correlation between \(\overline X\) and \(S^ 2\), Reliability estimation through the linear mixed effects model, Estimators of covariances in time series models, Quadratic estimation in mixed linear models with two variance components, On testing variance components in unbalanced mixed linear model., Variance components and an additional experiment., Variance component estimation in multiple regression models having a nested error structure, Unbiased invariant minimum norm estimation in generalized growth curve model, Consistent variable selection in high dimensional regression via multiple testing, On a stronger-than-best property for best prediction, Uniformly minimum variance nonnegative quadratic unbiased estimation in a generalized growth curve model, Mean squared error of the empirical best linear unbiased predictor in an orthogonal finite discrete spectrum linear regression model, Nonnegative estimation of variance components in unbalanced mixed models with two variance components, Natural estimation of variances in a general finite discrete spectrum linear regression model, Unnamed Item, Asymptotic properties of the growth curve model with covariance components, Asymptotics for tests on mean profiles, additional information and dimensionality under non-normality, Some practical estimation procedures for variance components., Estimating variances in time series kriging using convex optimization and empirical BLUPs, General unbiased estimating equations for variance components in linear mixed models, Dispersion matrix in balanced mixed ANOVA models, On some results of C. Radhakrishna Rao applicable to the analysis of multi-environment variety trials, Inference for nested error linear regression models with unequal error variances, Cochran theorems for a multivariate vector-elliptically contoured model. II, Nonparametric regression penalizing deviations from additivity, Balance and orthogonality in designs for mixed classification models, Improved nonnegative estimation of multivariate components of variance, 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, Reference priors for shrinkage and smoothing parameters, Several inequalities involving Khatri-Rao products of positive semidefinite matrices, Linear Toeplitz covariance structure models with optimal estimators of variance components, Applied regression analysis bibliography update 1988-89, A note on the correlation betweenS 2 and the least squares estimator in the linear regression model, Matrix free computation of C. R. Rao's MINQUE for unbalanced nested classification models, Nonnegative minimum biased quadratic estimation in mixed linear models, A composite likelihood approach to (co)variance components estimation, Small sample properties of the power function of \(F\) tests in two-way error component regression., A note on fiducial generalized pivots for in one-way heteroscedastic ANOVA with random effects, Computation of variance components by the MINQUE method, The Superiorities of Empirical Bayes Estimation of Variance Components in Random Effects Model, Existence of maximum likelihood estimates in normal variance-components models