OPTIMAL QUADRATIC UNBIASED ESTIMATION FOR MODELS WITH LINEAR TOEPLITZ COVARIANCE STRUCTURE

DOI10.1080/02331880290015468zbMath1037.62051WikidataQ60461509 ScholiaQ60461509MaRDI QIDQ4454313

Jean-Michel Marin, Thierry Dhorne

Publication date: 8 March 2004

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331880290015468

zbMATH Keywords

MIVQUE; special Jordan algebras; optimal linear estimation; Toeplitz covariance

Mathematics Subject Classification ID

62H12: Estimation in multivariate analysis

62J10: Analysis of variance and covariance (ANOVA)

Related Items

Estimation of Variance Components for a Linear Toeplitz Model, Shift permutation invariance in linear random factor models, Linear Toeplitz covariance structure models with optimal estimators of variance components

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