Quadratic estimators of covariance components in a multivariate mixed linear model

DOI10.1007/s10260-006-0043-3zbMath1405.62099MaRDI QIDQ635895

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 form; linear operator; orthogonal projection; generalized least squares estimator; estimable parametric function

Mathematics Subject Classification ID

62J05: Linear regression; mixed models

62F10: Point estimation

62J10: Analysis of variance and covariance (ANOVA)

Related Items

On the existence of the Gauss-Markov estimators in linear mixed models

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• The commutation matrix: Some properties and applications
• Regression systems for unbalanced panel data: a stepwise maximum likelihood procedure
• Maximum likelihood estimation of a set of covariance matrices under Löwner order restrictions with applications to balanced multivariate variance components models
• Admissible estimators of variance components obtained via submodels
• Estimation of parameters in a linear model
• Invariant quadratic unbiased estimation for two variance components
• Generalized least squares estimators for covariance parameters for credibility regression models with moving average errors
• That BLUP is a good thing: The estimation of random effects. With comments and a rejoinder by the author
• Linear mixed models and penalized least squares
• Minimum variance quadratic unbiased estimation of variance components
• The variance matrix of a matrix quadratic form %81¡ under normality assumptions
• Criteria for estimability in multivariate linear models
• Invariant methods for estimating variance components in mixed linear models²
• New Criteria for Estimability for Linear Models
• Linear Least Squares Regression
• When are Gauss-Markov and Least Squares Estimators Identical? A Coordinate-Free Approach
• On Canonical Forms, Non-Negative Covariance Matrices and Best and Simple Least Squares Linear Estimators in Linear Models
• Gauss-Markov Estimation for Multivariate Linear Models: A Coordinate Free Approach
• Linear Spaces and Minimum Variance Unbiased Estimation
• Estimation of variance and covariance components—MINQUE theory
• The Mixed Effects Model and Simultaneous Diagonalization of Symmetric Matrices
• Linear Spaces and Unbiased Estimation
• Linear Spaces and Unbiased Estimation--Application to the Mixed Linear Model