Quadratic Subspaces and Completeness
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(87)- To the optimal identification of multivariate systems under perturbations of unknown covariances
- Binary operations and canonical forms for factorial and related models
- On some properties of positive definite Toeplitz matrices and their possible applications
- Improved estimators for simultaneous estimation of variance components
- On Hsu's theorem in multivariate regression
- A note on non-negative minimum bias MINQE in variance components model
- First and second order rotatability of experimental designs, moment matrices, and information surfaces
- Jordan algebras and Bayesian quadratic estimation of variance components
- Bayes invariant quadratic estimation in general linear regression models
- Estimating variance components in linear models
- Sufficent conditions for orthogonal designs in mixed linear models
- Best estimation of variance components with arbitrary kurtosis in two-way layouts mixed models
- Balance and orthogonality in designs for mixed classification models
- Nonnegative minimum biased quadratic estimation in mixed linear models
- Free-coordinate estimation for doubly multivariate data
- Wishart distributions on homogeneous cones
- Quadratic estimation of variance components in mixed block designs
- Isotropic discrete orientation distributions on the 3D special orthogonal group
- Linear Toeplitz covariance structure models with optimal estimators of variance components
- Generalized Cochran-Wald statistics in combining of experiments
- On geometry of the set of admissible invariant quadratic estimators in balanced two variance components model
- Estimation of the matrices of parameters and covariations of the perturbation vectors in multidimensional discrete-time dynamic systems under special structure of the unknown covariance matrices
- The geometries of Jordan nets and Jordan webs
- Jordan schemes
- Complete and sufficient statistics and perfect families in orthogonal and error orthogonal normal models
- Quadratic estimation in mixed linear models with two variance components
- Cross additivity in balanced cross nesting models
- Inference for types and structured families of commutative orthogonal block structures
- Best unbiased estimates for parameters of three-level multivariate data with doubly exchangeable covariance structure
- Binary operations on orthogonal models, application to prime basis factorials and fractional replicates
- Estimation in models with commutative orthogonal block structure
- The equality of REML and ANOVA estimators of variance components in unbalanced normal classification models
- Identification of commutative covariance structures by successive testing of statistical hypotheses
- Binary operations on Jordan algebras and orthogonal normal models
- Asymptotic tests for general linear hypotheses on variance components in models of commutative quadratic type
- On the inverse of certain patterned sums of matrices with Kronecker product structures
- On linear statistical models of commutative quadratic type
- Relevant statistics for models with commutative orthogonal block structure and unbiased estimator for variance components
- Jordan algebras, generating pivot variables and orthogonal normal models
- Inference for L orthogonal models
- A test for variance-covarianch parameters in normal linear models
- Likelihood ratio tests for covariance hypotheses generating commutative quadratic subspaces
- Estimation in the piece-wise constant hazard rate model
- Explicit maximum likelihood estimators for certain patterned covariance matrices
- Nonnegative estimation of variance components in an unbalanced one way random effects model
- Estimation of variance components based on bio-model of diallel crosses (balanced)
- OPTIMAL QUADRATIC UNBIASED ESTIMATION FOR MODELS WITH LINEAR TOEPLITZ COVARIANCE STRUCTURE
- On nested block designs geometry
- On locally optimal invariant unbiased tests for the variance components ratio in mixed linear models
- \(L\) models and multiple regressions designs
- Simultaneous optimal estimation in linear mixed models
- Optimal 2n-pfractional factorial designs for dispersion effects under a location-diapersion model
- Best Unbiased Estimation in Unbalanced Split Plot Designs
- Application of Jordan algebra for testing hypotheses about structure of mean vector in model with block compound symmetric covariance structure
- VARIANCE ESTIMATION IN THE ERROR COMPONENTS REGRESSION MODEL
- Testing Hypotheses for Variance Components in Mixed Linear Models
- Tests in variance components models under skew-normal settings
- Chisquared and related inducing pivot variables: an application to orthogonal mixed models
- Tests and relevancies for the hypotheses of an orthogonal family in a model with orthogonal block structure
- Minimum variance unbiased invariant estimation of variance components under normality
- Nesting segregated mixed models
- Independent quadratic forms in 3-variance-component models
- Estimation of Variance Components for a Linear Toeplitz Model
- Parameter estimation and inference in the linear mixed model
- Models with commutative orthogonal block structure: a general condition for commutativity
- Balanced prime basis factorial fixed effects model with random number of observations
- Quadratic covariance estimation and equivalence of predictions
- Estimability of variance components when all model matrices commute
- Doubly autoparallel structure and curvature integrals. Applications to iteration complexity for solving convex programs
- Confidence intervals and ellipsoids for estimable functions and estimable vectors in models with orthogonal block structure
- Testing independence under a block compound symmetry covariance structure
- Addressing the algebraic structure of a linear mixed model with balanced design towards model extension
- Operations with iso-structured models with commutative orthogonal block structure: an introductory approach
- Covariance Matrix Estimation for High-Throughput Biomedical Data with Interconnected Communities
- Quasi shrinkage estimation of a block-structured covariance matrix
- On estimation of a partitioned covariance matrix with linearly structured blocks
- Testing covariance structures belonging to a quadratic subspace under a doubly multivariate model
- Hypothesis testing under uniform-block covariance structures
- Estimation and testing of the commutative quadratic covariance structure under multivariate t distribution
- On optimality properties of simple block designs in the approximate design theory
- The spectral decomposition of covariance matrices for the variance components models
- Optimal estimation for doubly multivariate data in blocked compound symmetric covariance structure
- Generalized dispersion matrices for covariance structural analysis
- Characterizations of two-way layouts from the point of view of variance component estimation in the corresponding mixed linear models
- Quadratic subspaces and construction of Bayes invariant quadratic estimators of variance components in mixed linear models
- Simultaneous optimality of LSE and ANOVA estimate in general mixed models
- Lattices of Jordan algebras
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