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

DOI10.1080/00949659208811379zbMath0775.62131OpenAlexW2170643900MaRDI QIDQ5287296

James A. Calvin, Richard L. 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

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

Cites Work

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• Maximum likelihood estimators and likelihood ratio criteria in multivariate components of variance
• Maximum likelihood estimation of a set of covariance matrices under Löwner order restrictions with applications to balanced multivariate variance components models
• Über monotone Matrixfunktionen
• Matrix eigensystem routines - EISPACK guide
• Multivariate calculation. Use of the continuous groups
• What Should Be Done When an Estimated Between-Group Covariance Matrix Is Not Nonnegative Definite?
• The Problem of Negative Estimates of Variance Components
• Non-Negative Estimates of Variance Components
• Maximum Likelihood Estimation of Multivariate Covariance Components for the Balanced One-Way Layout
• Convex Analysis

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