Improved ANOVAE of the covariance matrix in general linear mixed models

DOI10.1007/S11424-011-8309-8MaRDI QIDQ545463zbMATH OpenOpenAlexFDO

Authors Rendao Ye, Tiefeng Ma, Songgui Wang

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

Linear regression; mixed models (62J05) Estimation in multivariate analysis (62H12) Analysis of variance and covariance (ANOVA) (62J10)

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Cites work

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• scientific article; zbMATH DE number 805005 (Why is no real title available?)
• scientific article; zbMATH DE number 3347516 (Why is no real title available?)
• A new estimate of the parameters in linear mixed models
• Estimation of a covariance matrix under Stein's loss
• Estimation of the scale matrix and its eigenvalues in the Wishart and the multivariate \(F\) distributions
• Estimation with quadratic loss.
• Exact statistical methods for data analysis.
• Improved estimation of a covariance matrix in an elliptically contoured matrix distribution
• Linear Statistical Inference and its Applications

Cited in

(9)

• ANOVA Model Fitting via Sparse Matrix Computations: A Fast Direct Method
• Improved estimates of the covariance matrix in general linear mixed models
• scientific article; zbMATH DE number 5835791 (Why is no real title available?)
• Improved Estimation of Covariante Matrices in Balanced Hierarchical Multivariate Variance Components Models
• An alternative REML estimation of covariance matrices in linear mixed models
• Improving of ANOVA estimation in mixed linear models
• Large dynamic covariance matrix estimation with an application to portfolio allocation: a semiparametric reproducing kernel Hilbert space approach
• Estimation of covariance matrices in fixed and mixed effects linear models
• The covariances of quadratic forms of random variables and their applications in linear mixed models

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