Best quadratic unbiased estimation in variance-covariance component models2

DOI10.1080/02331887708801367zbMATH Open0371.62094OpenAlexW2070111703MaRDI QIDQ4147488FDOQ4147488

Hilmar Drygas

Publication date: 1977

Published in: Series Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331887708801367

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

Cited In (5)

• On Hsu's theorem in multivariate regression
• On the structure of admissible linear estimators
• Unbiased invariant minimum norm estimation in generalized growth curve model
• On the existence of the Gauss-Markov estimators in linear mixed models
• Minimal sufficient statistics for the group divisible partially balanced incomplete block design (GD-PBIBD) with interaction under an Eisenhart model II

This page was built for publication: Best quadratic unbiased estimation in variance-covariance component models²

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4147488)