On estimation of diagonal covariance matrices by minque

DOI10.1080/03610927708827507MaRDI QIDQ4147494zbMATH OpenOpenAlexFDO

Authors

Publication date 1977

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610927708827507

Mathematics Subject Classification ID

Analysis of variance and covariance (ANOVA) (62J10)

Cites work

• Asymptotic behavior of MINQUE-type estimators of variance components
• Asymptotically efficient estimation of covariance matrices with linear structure
• Estimation of variance and covariance components—MINQUE theory
• Minimum variance quadratic unbiased estimation of variance components
• Regression and the Moore-Penrose pseudoinverse
• Some Estimators for a Linear Model with Random Coefficients
• The Mixed Effects Model and Simultaneous Diagonalization of Symmetric Matrices
• Theorems Concerning Eisenhart's Model II

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