Improved Estimation of Covariante Matrices in Balanced Hierarchical Multivariate Variance Components Models

DOI10.1080/02331889708802549MaRDI QIDQ4892659zbMATH OpenOpenAlexFDO

Authors Kalyan Das

Publication date 15 September 1996

Published in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331889708802549

zbMATH Keywords

balanced hierarchical multivariate variance components modelscharacteristic rootsmixed modelssensible estimatorssimultaneous estimation of covariance matricessum of squared error lossestotal variabilityWishart matrices

Mathematics Subject Classification ID

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

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Cited in

(9)

• Estimation of Covariance Matrices in Unbalanced Random and Mixed Multivariate Models
• Asymptotic properties of the estimators for multivariate components of variance
• On estimation in hierarchical models with block circular covariance structures
• scientific article; zbMATH DE number 47441 (Why is no real title available?)
• A hierarchical eigenmodel for pooled covariance estimation
• Estimators for Gaussian models having a block-wise structure
• Improved ANOVAE of the covariance matrix in general linear mixed models
• Improved estimates of the covariance matrix in general linear mixed models
• Estimation of covariance matrices in fixed and mixed effects linear models

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