REML Estimation of Covariance Matrices with Restricted Parameter Spaces

DOI10.2307/2291157MaRDI QIDQ4836995zbMATH OpenOpenAlexFDO

Authors James A. Calvin, Richard Dykstra

Publication date 25 July 1995

Full work available at URL https://doi.org/10.2307/2291157

zbMATH Keywords

balanced and unbalanced datacovariance matricesEM algorithmisotonic regressioniterative algorithmmultivariate linear modelmultivariate variance components modelsparametrizationpatterned matricesrestricted maximum likelihood estimationrestricted parameter spaces

Mathematics Subject Classification ID

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

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