General linear mixed model and signal extraction problem with constraint

DOI10.1016/J.JMVA.2011.10.007zbMATH Open1274.62479OpenAlexW2016295021MaRDI QIDQ764500FDOQ764500

Authors: Azzouz Dermoune, Nadji Rahmania, Tianwen Wei 

Publication date: 13 March 2012

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2011.10.007

Recommendations

• Some remarks on fundamental formulas and facts in the statistical analysis of a constrained general linear model
• Best linear unbiased prediction for linear combinations in general mixed linear models
• Estimation of parameters in a mixed coefficient linear model with constraints
• Estimation in a family of linear mixed models
• scientific article; zbMATH DE number 908150

zbMATH Keywords

inverse problemBLUPmaximum likelihood estimatorasymptotic propertysignal extractiongeneralized inverseBLUEauto-regressive model

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Generalized linear models (logistic models) (62J12) Parametric inference under constraints (62F30)

Cites Work

• Functional data analysis
• That BLUP is a good thing: The estimation of random effects. With comments and a rejoinder by the author
• Maximum Likelihood Approaches to Variance Component Estimation and to Related Problems
• The Schur complement and its applications
• Best Linear Unbiased Estimation and Prediction under a Selection Model
• Multivariate extension of the Hodrick-Prescott filter-optimality and characterization
• Estimating the Smoothing Parameter in the So-called Hodrick-Prescott Filter
• Representations of best linear unbiased estimators in the Gauss-Markoff model with a singular dispersion matrix
• Title not available (Why is that?)
• The Estimation of Environmental and Genetic Trends from Records Subject to Culling
• A direct derivation of the REML likelihood function
• Best linear unbiased prediction for linear combinations in general mixed linear models
• Linear sufficiency and some applications in multilinear estimation
• Signal extraction and filtering by linear semiparametric methods

Cited In (2)

• Parametrizations, fixed and random effects
• Parametrizations, weights, and optimal prediction

Uses Software

• fda (R)

This page was built for publication: General linear mixed model and signal extraction problem with constraint

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q764500)