Improved estimates of the covariance matrix in general linear mixed models

DOI10.1016/S0252-9602(10)60109-9MaRDI QIDQ551407zbMATH OpenOpenAlexFDO

Authors Rendao Ye, Songgui Wang

Publication date 19 July 2011

Published in Acta Mathematica Scientia. Series B. (English Edition) (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0252-9602(10)60109-9

zbMATH Keywords

eigenvaluesshrinkage estimator

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07)

Recommendations

• Improved ANOVAE of the covariance matrix in general linear mixed models
• Estimation of covariance matrices in fixed and mixed effects linear models
• Improved Estimation of Covariante Matrices in Balanced Hierarchical Multivariate Variance Components Models
• Improved estimation of a covariance matrix in an elliptically contoured matrix distribution
• Estimations of covariance components in mixed linear models

Cited in

(4)

• Improved ANOVAE of the covariance matrix in general linear mixed models
• Improved Estimation of Covariante Matrices in Balanced Hierarchical Multivariate Variance Components Models
• An alternative REML estimation of covariance matrices in linear mixed models
• Estimation of covariance matrices in fixed and mixed effects linear models

This page was built for publication: Improved estimates of the covariance matrix in general linear mixed models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q551407)