Quadratic Subspaces and Completeness

DOI10.1214/AOMS/1177693420zbMATH Open0249.62067OpenAlexW2002433998MaRDI QIDQ5663261FDOQ5663261

Authors: Justus F. Seely 

Publication date: 1971

Published in: Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoms/1177693420

Mathematics Subject Classification ID

Point estimation (62F10) Linear regression; mixed models (62J05) Linear inference, regression (62J99) Analysis of variance and covariance (ANOVA) (62J10) Sufficiency and information (62B99)

Cited In (81)

• Isotropic discrete orientation distributions on the 3D special orthogonal group
• Minimum variance unbiased invariant estimation of variance components under normality
• Nonnegative estimation of variance components in an unbalanced one way random effects model
• Lattices of Jordan algebras
• Nesting segregated mixed models
• Bayes invariant quadratic estimation in general linear regression models
• Jordan algebras, generating pivot variables and orthogonal normal models
• Jordan schemes
• First and second order rotatability of experimental designs, moment matrices, and information surfaces
• OPTIMAL QUADRATIC UNBIASED ESTIMATION FOR MODELS WITH LINEAR TOEPLITZ COVARIANCE STRUCTURE
• On geometry of the set of admissible invariant quadratic estimators in balanced two variance components model
• Inference for types and structured families of commutative orthogonal block structures
• Free-coordinate estimation for doubly multivariate data
• Wishart distributions on homogeneous cones
• On some properties of positive definite Toeplitz matrices and their possible applications
• The spectral decomposition of covariance matrices for the variance components models
• Balance and orthogonality in designs for mixed classification models
• Improved estimators for simultaneous estimation of variance components
• Sufficent conditions for orthogonal designs in mixed linear models
• Testing Hypotheses for Variance Components in Mixed Linear Models
• Explicit maximum likelihood estimators for certain patterned covariance matrices
• Optimal estimation for doubly multivariate data in blocked compound symmetric covariance structure
• Balanced prime basis factorial fixed effects model with random number of observations
• To the optimal identification of multivariate systems under perturbations of unknown covariances
• Estimation in models with commutative orthogonal block structure
• \(L\) models and multiple regressions designs
• On nested block designs geometry
• On locally optimal invariant unbiased tests for the variance components ratio in mixed linear models
• Simultaneous optimal estimation in linear mixed models
• On Hsu's theorem in multivariate regression
• Nonnegative minimum biased quadratic estimation in mixed linear models
• Parameter estimation and inference in the linear mixed model
• Relevant statistics for models with commutative orthogonal block structure and unbiased estimator for variance components
• A test for variance-covarianch parameters in normal linear models
• Generalized Cochran-Wald statistics in combining of experiments
• Simultaneous optimality of LSE and ANOVA estimate in general mixed models
• Binary operations and canonical forms for factorial and related models
• Jordan algebras and Bayesian quadratic estimation of variance components
• Inference for \(L\) orthogonal models
• A note on non-negative minimum bias MINQE in variance components model
• Application of Jordan algebra for testing hypotheses about structure of mean vector in model with block compound symmetric covariance structure
• Identification of commutative covariance structures by successive testing of statistical hypotheses
• Best Unbiased Estimation in Unbalanced Split Plot Designs
• Tests in variance components models under skew-normal settings
• Characterizations of two-way layouts from the point of view of variance component estimation in the corresponding mixed linear models
• VARIANCE ESTIMATION IN THE ERROR COMPONENTS REGRESSION MODEL
• On optimality properties of simple block designs in the approximate design theory
• Cross additivity in balanced cross nesting models
• Estimating variance components in linear models
• Optimal 2^n-pfractional factorial designs for dispersion effects under a location-diapersion model
• Best estimation of variance components with arbitrary kurtosis in two-way layouts mixed models
• Estimation of the matrices of parameters and covariations of the perturbation vectors in multidimensional discrete-time dynamic systems under special structure of the unknown covariance matrices
• Linear Toeplitz covariance structure models with optimal estimators of variance components
• Quadratic estimation in mixed linear models with two variance components
• Estimability of variance components when all model matrices commute
• Binary operations on Jordan algebras and orthogonal normal models
• Binary operations on orthogonal models, application to prime basis factorials and fractional replicates
• On the inverse of certain patterned sums of matrices with Kronecker product structures
• Quadratic estimation of variance components in mixed block designs
• Quadratic subspaces and construction of Bayes invariant quadratic estimators of variance components in mixed linear models
• Generalized dispersion matrices for covariance structural analysis
• The equality of REML and ANOVA estimators of variance components in unbalanced normal classification models
• Testing independence under a block compound symmetry covariance structure
• Asymptotic tests for general linear hypotheses on variance components in models of commutative quadratic type
• Doubly autoparallel structure and curvature integrals. Applications to iteration complexity for solving convex programs
• Addressing the algebraic structure of a linear mixed model with balanced design towards model extension
• Confidence intervals and ellipsoids for estimable functions and estimable vectors in models with orthogonal block structure
• Estimation in the piece-wise constant hazard rate model
• On linear statistical models of commutative quadratic type
• Tests and relevancies for the hypotheses of an orthogonal family in a model with orthogonal block structure
• Models with commutative orthogonal block structure: a general condition for commutativity
• Estimation of Variance Components for a Linear Toeplitz Model
• Complete and sufficient statistics and perfect families in orthogonal and error orthogonal normal models
• Operations with iso-structured models with commutative orthogonal block structure: an introductory approach
• Independent quadratic forms in 3-variance-component models
• Likelihood ratio tests for covariance hypotheses generating commutative quadratic subspaces
• Best unbiased estimates for parameters of three-level multivariate data with doubly exchangeable covariance structure
• Estimation of variance components based on bio-model of diallel crosses (balanced)
• The geometries of Jordan nets and Jordan webs
• Quadratic covariance estimation and equivalence of predictions
• Chisquared and related inducing pivot variables: an application to orthogonal mixed models

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