Quadratic estimators of covariance components in a multivariate mixed linear model

DOI10.1007/S10260-006-0043-3MaRDI QIDQ635895zbMATHOpenAlexFDO

Authors Gabriela Beganu

Publication date 25 August 2011

Published in Statistical Methods and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10260-006-0043-3

zbMATH Keywords

quadratic formlinear operatororthogonal projectiongeneralized least squares estimatorestimable parametric function

Mathematics Subject Classification ID

Point estimation (62F10) Linear regression; mixed models (62J05) Analysis of variance and covariance (ANOVA) (62J10)

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Cites work

• scientific article; zbMATH DE number 4030748 (Why is no real title available?)
• scientific article; zbMATH DE number 4060564 (Why is no real title available?)
• scientific article; zbMATH DE number 192910 (Why is no real title available?)
• Admissible estimators of variance components obtained via submodels
• Criteria for estimability in multivariate linear models
• Estimation of parameters in a linear model
• Estimation of variance and covariance components—MINQUE theory
• Gauss-Markov Estimation for Multivariate Linear Models: A Coordinate Free Approach
• Generalized least squares estimators for covariance parameters for credibility regression models with moving average errors
• Invariant methods for estimating variance components in mixed linear models²
• Invariant quadratic unbiased estimation for two variance components
• Linear Least Squares Regression
• Linear Spaces and Minimum Variance Unbiased Estimation
• Linear Spaces and Unbiased Estimation
• Linear Spaces and Unbiased Estimation--Application to the Mixed Linear Model
• Linear mixed models and penalized least squares
• Maximum likelihood estimation of a set of covariance matrices under Löwner order restrictions with applications to balanced multivariate variance components models
• Minimum variance quadratic unbiased estimation of variance components
• New Criteria for Estimability for Linear Models
• On Canonical Forms, Non-Negative Covariance Matrices and Best and Simple Least Squares Linear Estimators in Linear Models
• Regression systems for unbalanced panel data: a stepwise maximum likelihood procedure
• That BLUP is a good thing: The estimation of random effects. With comments and a rejoinder by the author
• The Mixed Effects Model and Simultaneous Diagonalization of Symmetric Matrices
• The commutation matrix: Some properties and applications
• The variance matrix of a matrix quadratic form %81¡ under normality assumptions
• When are Gauss-Markov and Least Squares Estimators Identical? A Coordinate-Free Approach

Cited in

(8)

• A Gram-Schmidt orthogonalizing process of design matrices in linear models as an estimating procedure of covariance components
• ESTIMATION OF THE KRONECKER COVARIANCE MODEL BY QUADRATIC FORM
• Existence of unbiased covariance components estimators
• scientific article; zbMATH DE number 3850311 (Why is no real title available?)
• Estimation in a family of linear mixed models
• On the existence of the Gauss-Markov estimators in linear mixed models
• scientific article; zbMATH DE number 4030748 (Why is no real title available?)
• scientific article; zbMATH DE number 4060564 (Why is no real title available?)

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