On estimation of diagonal covariance matrices by minque

DOI10.1080/03610927708827507zbMATH Open0371.62101OpenAlexW2092938350MaRDI QIDQ4147494FDOQ4147494

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

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

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