The spectral decomposition of a covariance matrix for the balanced mixed analysis of variance model

DOI10.1016/J.LAA.2011.11.028MaRDI QIDQ417462zbMATH OpenOpenAlexFDO

Authors B. Güven

Publication date 14 May 2012

Published in Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.laa.2011.11.028

zbMATH Keywords

eigenvalueseigenvectors

Mathematics Subject Classification ID

Analysis of variance and covariance (ANOVA) (62J10) Eigenvalues, singular values, and eigenvectors (15A18) Special matrices (15B99)

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Cites work

• A Note on Error Components Models
• A new method of spectral decomposition of covariance matrix in mixed effects models and its applications
• A note on spectral decomposition and maximum likelihood estimation in ANOVA models with balanced data
• Best quadratic unbiased estimators of the variance-covariance matrix in normal regression
• Dispersion Matrices for Variance Components Models
• Estimation of linear models with crossed-error structure
• The spectral decomposition of covariance matrices for the variance components models

Cited in

(7)

• Spectral decomposition of dispersion matrix for the mixed analysis of variance model
• The spectral decomposition of covariance matrices for the variance components models
• A spectral decomposition method for the covariance matrix of variance components models
• A new method of spectral decomposition of covariance matrix in mixed effects models and its applications
• Anderson acceleration of the alternating projections method for computing the nearest correlation matrix
• A nonnormal look at polychoric correlations: modeling the change in correlations before and after discretization
• Dispersion matrix in balanced mixed ANOVA models

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