The spectral decomposition of covariance matrices for the variance components models
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Publication:853949
DOI10.1016/J.JMVA.2006.06.010zbMATH Open1101.62059OpenAlexW2017046135MaRDI QIDQ853949FDOQ853949
Authors: Songgui Wang, Jianhong Shi 
Publication date: 7 December 2006
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2006.06.010
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- scientific article; zbMATH DE number 5670933
Estimation in multivariate analysis (62H12) Analysis of variance and covariance (ANOVA) (62J10) Eigenvalues, singular values, and eigenvectors (15A18)
Cites Work
- Title not available (Why is that?)
- A Note on Error Components Models
- Estimation of linear models with crossed-error structure
- Best quadratic unbiased estimators of the variance-covariance matrix in normal regression
- Dispersion Matrices for Variance Components Models
- Quadratic Subspaces and Completeness
- Explicit maximum likelihood estimates from balanced data in the mixed model of the analysis of variance
- On the existence of unbiased nonnegative estimates of variance covariance components
Cited In (11)
- Covariance reducing models: An alternative to spectral modelling of covariance matrices
- ON THE SPECTRAL DECOMPOSITION OF EMPIRICAL CORRELATION MATRICES
- Spectral decomposition of dispersion matrix for the mixed analysis of variance model
- Covariance Models with Spectral Additive Components
- A new method of spectral decomposition of covariance matrix in mixed effects models and its applications
- Spectra of bivariate \(\mathrm{VAR}(p)\) models
- The spectral decomposition of a covariance matrix for the balanced mixed analysis of variance model
- Spiked separable covariance matrices and principal components
- A spectral decomposition method for the covariance matrix of variance components models
- Generalized dispersion matrices for covariance structural analysis
- Combining eigenvalues and variation of eigenvectors for order determination
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