A new method of spectral decomposition of covariance matrix in mixed effects models and its applications

zbMATH Open1112.62072MaRDI QIDQ880864FDOQ880864

Authors: Mi-Xia Wu, Songgui Wang 

Publication date: 29 May 2007

Published in: Science in China. Series A (Search for Journal in Brave)

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zbMATH Keywords

maximum likelihood estimateanalysis of variance estimate

Mathematics Subject Classification ID

Linear inference, regression (62J99) Analysis of variance and covariance (ANOVA) (62J10) Eigenvalues, singular values, and eigenvectors (15A18)

Cited In (9)

• Spectral decomposition of dispersion matrix for the mixed analysis of variance model
• Bayes estimates of variance components in mixed linear model
• Covariance Models with Spectral Additive Components
• The spectral decomposition of covariance matrices for the variance components models
• The spectral decomposition of a covariance matrix for the balanced mixed analysis of variance model
• Title not available (Why is that?)
• On spectral decomposition estimates in mixed linear models
• A spectral decomposition method for the covariance matrix of variance components models
• The covariances of quadratic forms of random variables and their applications in linear mixed models

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