Pages that link to "Item:Q1224396"

The following pages link to Best quadratic unbiased estimators of the variance-covariance matrix in normal regression (Q1224396):

Displaying 11 items.

• Pooling cross sections with unequal time-series lengths (Q375100) (← links)
• The spectral decomposition of a covariance matrix for the balanced mixed analysis of variance model (Q417462) (← links)
• The spectral decomposition of covariance matrices for the variance components models (Q853949) (← links)
• Linear sufficiency and some applications in multilinear estimation (Q1066565) (← links)
• Multivariate error components analysis of linear and nonlinear regression models by maximum likelihood (Q1170850) (← links)
• Optimization of functions of matrices with an application in statistics (Q1908201) (← links)
• The error components regression model: conditional relative efficiency comparisons (Q3034700) (← links)
• Moments for matrix normal variables (Q3821419) (← links)
• Best quadratic unbiased estimation of the variance matrix in normal regression (Q3903904) (← links)
• Useful matrix transformations for panel data analysis: a survey (Q4275289) (← links)
• Estimation of the error-components model with incomplete panels (Q5903918) (← links)