Sparse matrices, and the estimation of variance components by likelihood methods
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Cites work
- Algorithms and Data Structures for Sparse Symmetric Gaussian Elimination
- Asymptotically efficient estimation of covariance matrices with linear structure
- Computing Maximum Likelihood Estimates for the Mixed A. O. V. Model Using the W Transformation
- Estimation of Variance and Covariance Components in Linear Models
- scientific article; zbMATH DE number 3816913 (Why is no real title available?)
- scientific article; zbMATH DE number 883145 (Why is no real title available?)
- Least Change Secant Updates for Quasi-Newton Methods
- Maximum Likelihood Approaches to Variance Component Estimation and to Related Problems
- Newton-Raphson and Related Algorithms for Maximum Likelihood Variance Component Estimation
- Programming Univariate and Multivariate Analysis of Variance
- Recovery of inter-block information when block sizes are unequal
- Robust Estimation of Variance Components
- Solution of sparse linear least squares problems using Givens rotations
- The Use of Linear Graphs in Gauss Elimination
Cited in
(7)- Multilevel models for survival analysis with random effects
- ANOVA Model Fitting via Sparse Matrix Computations: A Fast Direct Method
- The derivation of blup, ML, REML estimation methods for generalised linear mixed models
- scientific article; zbMATH DE number 2208582 (Why is no real title available?)
- \textit{mind}, a methodology for multivariate small area estimation with multiple random effects
- Sae estimation of related labor market indicators for different overlapping areas
- Restricted maximum likelihood estimation in generalized linear mixed models
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