Improved ANOVAE of the covariance matrix in general linear mixed models

DOI10.1007/s11424-011-8309-8zbMath1215.62067OpenAlexW2006427210MaRDI QIDQ545463

Ren-Dao Ye, Song-Gui Wang, Tie-Feng Ma

Publication date: 22 June 2011

Published in: Journal of Systems Science and Complexity (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11424-011-8309-8

zbMATH Keywords

loss function

Mathematics Subject Classification ID

Related Items (1)

Large dynamic covariance matrix estimation with an application to portfolio allocation: a semiparametric reproducing kernel Hilbert space approach

Cites Work

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• Exact statistical methods for data analysis.
• Improved estimation of a covariance matrix in an elliptically contoured matrix distribution
• A new estimate of the parameters in linear mixed models
• Linear Statistical Inference and its Applications

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