Improved estimates of the covariance matrix in general linear mixed models

DOI10.1016/S0252-9602(10)60109-9zbMATH Open1233.62121OpenAlexW2004004795MaRDI QIDQ551407FDOQ551407

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

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zbMATH Keywords

eigenvaluesshrinkage estimator

Mathematics Subject Classification ID

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

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

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