Variance least squares estimators for multivariate linear mixed model
From MaRDI portal
Publication:550124
DOI10.1016/j.jspi.2011.04.018zbMath1216.62088OpenAlexW2001106521MaRDI QIDQ550124
Publication date: 8 July 2011
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2011.04.018
distribution-freecovariance matrixKronecker productvariance componentnon-iterativematrix differentiationunbiased
Estimation in multivariate analysis (62H12) Applications of statistics to biology and medical sciences; meta analysis (62P10)
Uses Software
Cites Work
- Unnamed Item
- Random-Effects Models for Longitudinal Data
- The commutation matrix: Some properties and applications
- A note on a heteroscedastic model
- Distribution-free estimators of variance components for multivariate linear mixed models
- Vec and vech operators for matrices, with some uses in jacobians and multivariate statistics
- Multivariate Repeated-Measurement or Growth Curve Models with Multivariate Random-Effects Covariance Structure
- Maximum Likelihood Approaches to Variance Component Estimation and to Related Problems
- A Random-Effects Model for Multiple Characteristics With Possibly Missing Data
- Mixed Models
- Pairwise Fitting of Mixed Models for the Joint Modeling of Multivariate Longitudinal Profiles
- Some Applications of Matrix Derivatives in Multivariate Analysis
- Recovery of inter-block information when block sizes are unequal