Estimation of covariance matrices in fixed and mixed effects linear models

DOI10.1016/J.JMVA.2005.11.004zbMATH Open1101.62044OpenAlexW2056749172MaRDI QIDQ853952FDOQ853952

Authors: Tatsuya Kubokawa, Ming-Tien Tsai 

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.2005.11.004

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• scientific article; zbMATH DE number 3850311

zbMATH Keywords

multivariate normal distributiondecision theoryestimationlinear regression modelWishart distributioncovariance matrixmixed effects modelvariance componentminimaxityimprovementHaff identityJames--Stein estimatorStein identity

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Estimation in multivariate analysis (62H12) Minimax procedures in statistical decision theory (62C20) Admissibility in statistical decision theory (62C15)

Cites Work

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Cited In (25)

• Prediction in Multivariate Mixed Linear Models
• Improved ANOVAE of the covariance matrix in general linear mixed models
• Improved estimates of the covariance matrix in general linear mixed models
• On exact inference in linear models with two variance-covariance components
• Modeling of covariance structures of random effects and random errors in linear mixed models
• Covariance Matrix Formula for Exponential Family Nonlinear Models
• Some equalities and inequalities for covariance matrices of estimators under linear model
• Fitting covariance matrix models to simulations
• An Optimal Design Criterion for Within-Individual Covariance Matrices Discrimination and Parameter Estimation in Nonlinear Mixed Effects Models
• Identifiability of covariance parameters in linear mixed effects models
• Estimation of Wishart mean matrices under simple tree ordering
• A new estimator of covariance matrix
• Unified improvements in estimation of a normal covariance matrix in high and low dimensions
• Title not available (Why is that?)
• Title not available (Why is that?)
• Multilinear mixed effect tensor regression models and their parameter estimations
• PREDICTIVE ESTIMATION OF A COVARIANCE MATRIX AND ITS STRUCTURAL PARAMETERS
• Improved Estimation of Covariante Matrices in Balanced Hierarchical Multivariate Variance Components Models
• Truncated Estimators for a Precision Matrix
• Standard errors and covariance matrices for smoothed rank estimators
• Estimation of the covariance matrix of random effects in longitudinal studies
• An alternative REML estimation of covariance matrices in linear mixed models
• Estimation of Covariance Matrices in Unbalanced Random and Mixed Multivariate Models
• Estimation of the covariance matrix in multivariate partially linear models
• Title not available (Why is that?)

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