OPTIMAL QUADRATIC UNBIASED ESTIMATION FOR MODELS WITH LINEAR TOEPLITZ COVARIANCE STRUCTURE
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Publication:4454313
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Cites work
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- 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
(5)- On properties of Toeplitz-type covariance matrices in models with nested random effects
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