OPTIMAL QUADRATIC UNBIASED ESTIMATION FOR MODELS WITH LINEAR TOEPLITZ COVARIANCE STRUCTURE

DOI10.1080/02331880290015468MaRDI QIDQ4454313zbMATH OpenOpenAlexWikidataFDO

Authors 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

MIVQUEspecial Jordan algebrasoptimal linear estimationToeplitz covariance

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Analysis of variance and covariance (ANOVA) (62J10)

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Cites work

• scientific article; zbMATH DE number 45801 (Why is no real title available?)
• scientific article; zbMATH DE number 192910 (Why is no real title available?)
• scientific article; zbMATH DE number 1030780 (Why is no real title available?)
• scientific article; zbMATH DE number 3246773 (Why is no real title available?)
• Completeness for a Family of Multivariate Normal Distributions
• Covariance hypothesis which are linear in both the covariance and the inverse covariance
• Jordan algebras and Bayesian quadratic estimation of variance components
• Minimum variance quadratic unbiased estimation of variance components
• Minqe, maximum likelihood estimation and fisher scoring algorithm for non linear variance models
• Quadratic Subspaces and Completeness
• Time series: theory and methods.

Cited in

(6)

• Estimation of Variance Components for a Linear Toeplitz Model
• Testing the hypothesis of a nested block covariance matrix structure with applications to medicine and natural sciences
• Shift permutation invariance in linear random factor models
• On properties of Toeplitz-type covariance matrices in models with nested random effects
• Best Quadratic Unbiased Prediction in a General Linear Model with Stochastic Regression Coefficients
• Linear Toeplitz covariance structure models with optimal estimators of variance components

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