OPTIMAL QUADRATIC UNBIASED ESTIMATION FOR MODELS WITH LINEAR TOEPLITZ COVARIANCE STRUCTURE

DOI10.1080/02331880290015468zbMATH Open1037.62051OpenAlexW2075685328WikidataQ60461509 ScholiaQ60461509MaRDI QIDQ4454313FDOQ4454313

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

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zbMATH Keywords

MIVQUEspecial Jordan algebrasoptimal linear estimationToeplitz covariance

Mathematics Subject Classification ID

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

Cites Work

• Time series: theory and methods.
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• Covariance hypothesis which are linear in both the covariance and the inverse covariance
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• Minimum variance quadratic unbiased estimation of variance components
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• Jordan algebras and Bayesian quadratic estimation of variance components
• Quadratic Subspaces and Completeness
• Title not available (Why is that?)
• Completeness for a Family of Multivariate Normal Distributions
• Minqe, maximum likelihood estimation and fisher scoring algorithm for non linear variance models

Cited In (5)

• Estimation of Variance Components for a Linear Toeplitz Model
• 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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