Pages that link to "Item:Q4364845"
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The following pages link to Estimation and testing in constrained covariance component models (Q4364845):
Displaying 8 items.
- Covariance selection and multivariate dependence (Q765841) (← links)
- On algorithms for restricted maximum likelihood estimation (Q956821) (← links)
- Maximum likelihood computation based on the Fisher scoring and Gauss-Newton quadratic approximations (Q1020014) (← links)
- Confidence interval estimation of overlap: equal means case. (Q1583061) (← links)
- Linear semi-infinite programming theory: an updated survey (Q1848390) (← links)
- Bootstrap adjusted estimators in a restricted setting (Q1866191) (← links)
- Estimability analysis of variance and covariance components (Q2477786) (← links)
- Estimating density functions: a constrained maximum likelihood approach<sup>*</sup> (Q4498173) (← links)
