General linear mixed model and signal extraction problem with constraint

DOI10.1016/J.JMVA.2011.10.007MaRDI QIDQ764500zbMATH OpenOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 3341781 (Why is no real title available?)
• A direct derivation of the REML likelihood function
• Best Linear Unbiased Estimation and Prediction under a Selection Model
• Best linear unbiased prediction for linear combinations in general mixed linear models
• Estimating the Smoothing Parameter in the So-called Hodrick-Prescott Filter
• Functional data analysis
• Linear sufficiency and some applications in multilinear estimation
• Maximum Likelihood Approaches to Variance Component Estimation and to Related Problems
• Multivariate extension of the Hodrick-Prescott filter-optimality and characterization
• Representations of best linear unbiased estimators in the Gauss-Markoff model with a singular dispersion matrix
• Signal extraction and filtering by linear semiparametric methods
• That BLUP is a good thing: The estimation of random effects. With comments and a rejoinder by the author
• The Estimation of Environmental and Genetic Trends from Records Subject to Culling
• The Schur complement and its applications

Cited in

(2)

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

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• fda (R)

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