Pages that link to "Item:Q4403577"
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The following pages link to Bates and best quadratic unbiased estimators for parameters of the covariance matrix in a normal linear model (Q4403577):
Displayed 12 items.
- Quadratic subspaces and construction of Bayes invariant quadratic estimators of variance components in mixed linear models (Q946251) (← links)
- To the optimal identification of multivariate systems under perturbations of unknown covariances (Q1003062) (← links)
- Jordan algebras and Bayesian quadratic estimation of variance components (Q1189634) (← links)
- Bayes invariant quadratic estimation in general linear regression models (Q1193988) (← links)
- 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 (Q1956889) (← links)
- Quadratic estimation in mixed linear models with two variance components (Q2266552) (← links)
- Identification of commutative covariance structures by successive testing of statistical hypotheses (Q2487554) (← links)
- (Q3031774) (← links)
- (Q3143065) (← links)
- Empirical bayes quadratic estimators of variance components in normal linear models (Q3729852) (← links)
- (Q4018730) (← links)
- Best Unbiased Estimators for Variance Components with Application to the Unbalanced one-way Classification (Q4140245) (← links)