Quadratic estimators of covariance components in a multivariate mixed linear model

DOI10.1007/S10260-006-0043-3zbMATH Open1405.62099OpenAlexW1965980163MaRDI QIDQ635895FDOQ635895

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

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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)

Cites Work

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Cited In (8)

• A Gram-Schmidt orthogonalizing process of design matrices in linear models as an estimating procedure of covariance components
• Existence of unbiased covariance components estimators
• Title not available (Why is that?)
• Title not available (Why is that?)
• Estimation in a family of linear mixed models
• Title not available (Why is that?)
• ESTIMATION OF THE KRONECKER COVARIANCE MODEL BY QUADRATIC FORM
• On the existence of the Gauss-Markov estimators in linear mixed models

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