scientific article; zbMATH DE number 1089167

MaRDI QIDQ4365886zbMATH OpenFDO

Authors John V. Tsimikas, Johannes Ledolter

Publication date 1997

zbMATH Keywords

Diffuse prior distribution, EM algorithm, Kalman filter, mixed-model prediction, restricted maximum likelihood, state space model, variance components.

Mathematics Subject Classification ID

Analysis of variance and covariance (ANOVA) (62J10) Inference from stochastic processes and prediction (62M20)

Recommendations

• Reml and best linear unbiased prediction in state space models
• Analysis of multi-unit variance components models with state space profiles
• Fast filtering and smoothing for multivariate state space models
• Disturbance smoother for state space models
• A State-Space EM Algorithm for Longitudinal Data

Cited in

(4)

• Analysis of multi-unit variance components models with state space profiles
• Disturbance smoother for state space models
• Reml and best linear unbiased prediction in state space models
• Two‐dimensional P‐spline smoothing for spatial analysis of plant breeding trials

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4365886)