Regression analysis of dependent error models

DOI10.1017/S0004972700010066MaRDI QIDQ3706359zbMATH OpenFDO

Authors C. A. McGilchrist

Publication date 1986

Published in Bulletin of the Australian Mathematical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/S0004972700010066

zbMATH Keywords

variance componentscorrelation modelsbiometrygeneral linear regression modellikelihood proceduresfractional Gaussian processesrandom block structuresstationary error models

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Estimation in multivariate analysis (62H12)

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Cites work

• Best Linear Recursive Estimation for Mixed Linear Models
• Estimation in regression models with stationary, dependent errors
• Fractional Brownian Motions, Fractional Noises and Applications
• GENERALIZED INVERSES USED IN RECURSIVE ESTIMATION OF THE GENERAL LINEAR MODEL1
• Linear Dynamic Recursive Estimation from the Viewpoint of Regresion Analysis
• Recursive Residuals on a Rectangular Lattice
• Stochastic Growth Curve Analysis

Cited in

(6)

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• Correlated random effects regression analysis for a log-normally distributed variable
• scientific article; zbMATH DE number 2140707 (Why is no real title available?)
• scientific article; zbMATH DE number 3928116 (Why is no real title available?)
• Updating linear models with dependent errors to include additional data and/or parameters
• The error components regression model: conditional relative efficiency comparisons

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