An algorithm for restricted maximum likelihood estimation in balanced multivariate variance components models
DOI10.1080/00949659208811379zbMATH Open0775.62131OpenAlexW2170643900MaRDI QIDQ5287296FDOQ5287296
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
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
- Matrix eigensystem routines - EISPACK guide
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- Convex Analysis
- Über monotone Matrixfunktionen
- The Problem of Negative Estimates of Variance Components
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- Multivariate calculation. Use of the continuous groups
- Maximum likelihood estimation of a set of covariance matrices under Löwner order restrictions with applications to balanced multivariate variance components models
- What Should Be Done When an Estimated Between-Group Covariance Matrix Is Not Nonnegative Definite?
- Maximum likelihood estimators and likelihood ratio criteria in multivariate components of variance
- Maximum Likelihood Estimation of Multivariate Covariance Components for the Balanced One-Way Layout
- Non-Negative Estimates of Variance Components
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