The spectral decomposition of covariance matrices for the variance components models

DOI10.1016/J.JMVA.2006.06.010MaRDI QIDQ853949zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

spectral decompositionpartial ordering

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Analysis of variance and covariance (ANOVA) (62J10) Eigenvalues, singular values, and eigenvectors (15A18)

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Cites work

• scientific article; zbMATH DE number 837912 (Why is no real title available?)
• A Note on Error Components Models
• Best quadratic unbiased estimators of the variance-covariance matrix in normal regression
• Dispersion Matrices for Variance Components Models
• Estimation of linear models with crossed-error structure
• 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
• Quadratic Subspaces and Completeness

Cited in

(11)

• Combining eigenvalues and variation of eigenvectors for order determination
• 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

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