An algorithm for restricted maximum likelihood estimation in balanced multivariate variance components models

DOI10.1080/00949659208811379MaRDI QIDQ5287296zbMATH OpenOpenAlexFDO

Authors James A. Calvin, Richard Dykstra

Publication date 30 August 1993

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949659208811379

Mathematics Subject Classification ID

Probabilistic methods, stochastic differential equations (65C99) Software, source code, etc. for problems pertaining to statistics (62-04) Estimation in multivariate analysis (62H12) Analysis of variance and covariance (ANOVA) (62J10)

Cites work

• scientific article; zbMATH DE number 193111 (Why is no real title available?)
• scientific article; zbMATH DE number 3578234 (Why is no real title available?)
• Convex Analysis
• Matrix eigensystem routines - EISPACK guide
• Maximum Likelihood Estimation of Multivariate Covariance Components for the Balanced One-Way Layout
• Maximum likelihood estimation of a set of covariance matrices under Löwner order restrictions with applications to balanced multivariate variance components models
• Maximum likelihood estimators and likelihood ratio criteria in multivariate components of variance
• Multivariate calculation. Use of the continuous groups
• Non-Negative Estimates of Variance Components
• The Problem of Negative Estimates of Variance Components
• What Should Be Done When an Estimated Between-Group Covariance Matrix Is Not Nonnegative Definite?
• Über monotone Matrixfunktionen

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