Analysis of correlated random effects: linear model with two random components

DOI10.1093/BIOMET/58.1.37zbMATH Open0251.62045OpenAlexW2002406972WikidataQ58844476 ScholiaQ58844476MaRDI QIDQ5664698FDOQ5664698

Authors:

Publication date: 1971

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/58.1.37

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

Cited In (7)

• On the inverse of the autocovariance matrix for a general mixed autoregressive moving average process
• Structural inference for linear regression with autocorrelated errors
• Robust recursive estimation for correlated observations
• A Bayesian approach to time-varying cross-sectional regression models
• Evaluation of quadratic forms and traces for iterative estimation in first-order moving average models
• SUFFICIENT STATISTICS FOR STATIONARY DISCRETE‐TIME GAUSSIAN RANDOM PROCESSES
• Exact maximum likelihood regression estimation with \(\text{ARMA}(n,n-1)\) errors

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