scientific article; zbMATH DE number 3637091
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Publication:4197161
zbMATH Open0409.62004MaRDI QIDQ4197161FDOQ4197161
Authors: Justus F. Seely 
Publication date: 1977
Title of this publication is not available (Why is that?)
6205Information TheoryRegression ModelsDecisionsBayesian Design of ExperimentsExcepted Terminal UtilityGeneral Family of Multivariate DistributionsHeteroscedastic VariancesLinear Covariance StructureMixed Linear ModelsRepresentation of the Minimal Sufficient StatisticShannon's Information
Multivariate distribution of statistics (62H10) Linear regression; mixed models (62J05) Sufficient statistics and fields (62B05)
Cited In (22)
- Inadmissibility but near optimality of an estimator of correlated response variance under additive models
- Lattices of Jordan algebras
- Addressing the algebraic structure of a linear mixed model with balanced design towards model extension
- MANOVA in the multivariate components of variance model
- Free-coordinate estimation for doubly multivariate data
- Simultaneous hypotheses testing in models with blocked compound symmetric covariance structure
- Balance and orthogonality in designs for mixed classification models
- Sufficent conditions for orthogonal designs in mixed linear models
- The difficulties of estimation of dispersion parameters in linear models --- an illustration
- Optimal estimation for doubly multivariate data in blocked compound symmetric covariance structure
- Complete and sufficient statistics and perfect families in orthogonal and error orthogonal normal models
- Operations with iso-structured models with commutative orthogonal block structure: an introductory approach
- Binary operations and canonical forms for factorial and related models
- Jordan algebras and Bayesian quadratic estimation of variance components
- Application of Jordan algebra for testing hypotheses about structure of mean vector in model with block compound symmetric covariance structure
- Ratio F test for testing simultaneous hypotheses in models with blocked compound symmetric covariance structure
- On decompositions of estimators under a general linear model with partial parameter restrictions
- Joining models with commutative orthogonal block structure
- Best unbiased estimates for parameters of three-level multivariate data with doubly exchangeable covariance structure
- Minimal sufficient statistics for the group divisible partially balanced incomplete block design (GD-PBIBD) with interaction under an Eisenhart model II
- Chisquared and related inducing pivot variables: an application to orthogonal mixed models
- Generalized dispersion matrices for covariance structural analysis
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