Pages that link to "Item:Q5564891"
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The following pages link to Maximum-likelihood estimation for the mixed analysis of variance model (Q5564891):
Displaying 50 items.
- Generalized fiducial inference for normal linear mixed models (Q102130) (← links)
- Fence methods for mixed model selection (Q124080) (← links)
- Testing for serial correlation, spatial autocorrelation and random effects using panel data (Q280265) (← links)
- Robust modeling using non-elliptically contoured multivariate \(t\) distributions (Q301357) (← links)
- Gilmour's approach to mixed and stochastic restricted ridge predictions in linear mixed models (Q307803) (← links)
- Efficient estimation of variance components in nonparametric mixed-effects models with large samples (Q341156) (← links)
- Parameter estimation and inference in the linear mixed model (Q551316) (← links)
- Estimation in mixed models via layer triangular transformation (Q673158) (← links)
- Partially observed information and inference about non-Gaussian mixed linear models (Q817990) (← links)
- A conversation with Shayle R. Searle (Q903282) (← links)
- Experimental designs for mean and variance estimation in variance components models (Q915313) (← links)
- Geostatistical simulation when the number of experimental data is small: an alternative paradigm (Q954699) (← links)
- A recursive approach to detect multivariable conditional variance components and conditional random effects (Q959159) (← links)
- Testing for heteroskedasticity and spatial correlation in a random effects panel data model (Q961727) (← links)
- A simulation study for a class of central composite designs with nested sub-experiment (Q964662) (← links)
- Maximum likelihood estimation for simplex distribution nonlinear mixed models via the stochastic approximation algorithm (Q1011107) (← links)
- Analysis of the reliability of a new scale for housing quality (Q1138325) (← links)
- A spectral form of the dispersion model in designs with arbitrarily unequal block sizes (Q1202314) (← links)
- Monte Carlo results on several new and existing tests for the error component model (Q1203086) (← links)
- Outlier test in randomized linear model (Q1333885) (← links)
- Logistic regression with random coefficients (Q1361548) (← links)
- The matrix handling of BLUE and BLUP in the mixed linear model (Q1369300) (← links)
- Wald consistency and the method of sieves in REML estimation (Q1372860) (← links)
- Empirical method of moments and its applications (Q1395873) (← links)
- Testing panel data regression models with spatial error correlation. (Q1410567) (← links)
- A composite likelihood approach to (co)variance components estimation (Q1600717) (← links)
- Construction of experimental designs for estimating variance components (Q1621404) (← links)
- On empirical Bayes estimation of variance components in random effects model (Q1877840) (← links)
- Local influence in multilevel regression for growth curves (Q1888333) (← links)
- Asymptotic properties of maximum likelihood estimation in the mixed analysis of variance model (Q1893395) (← links)
- Testing AR(1) against MA(1) disturbances in an error component model (Q1899229) (← links)
- An overview of variance component estimation (Q1902158) (← links)
- REML estimation: Asymptotic behavior and related topics (Q1922406) (← links)
- Increasing cluster size asymptotics for nested error regression models (Q2059426) (← links)
- Inference of random effects for linear mixed-effects models with a fixed number of clusters (Q2087406) (← links)
- Adjusted maximum likelihood method for multivariate Fay-Herriot model (Q2123269) (← links)
- On the effect of ignoring correlation in the covariates when fitting linear mixed models (Q2317333) (← links)
- Multilevel simultaneous equation model: a novel specification and estimation approach (Q2332699) (← links)
- A unified approach on residuals, leverages and outliers in the linear mixed model (Q2384659) (← links)
- Mixed model prediction and small area estimation. (With comments of P. Hall, D. Morales, C. N. Morris, J. N. K. Rao, and J. L. Eltinge) (Q2474776) (← links)
- Estimability analysis of variance and covariance components (Q2477786) (← links)
- Exact bayesian inference for normal hierarchical models (Q2720218) (← links)
- Shayle R. Searle: Pioneer in Linear Modelling (Q2788930) (← links)
- On exact inference in linear models with two variance-covariance components (Q2913242) (← links)
- A Lagrange Multiplier-Type Test for Idiosyncratic Unit Roots in the Exact Factor Model (Q2954302) (← links)
- An Orthogonality-Based Estimation of Moments for Linear Mixed Models (Q3077795) (← links)
- Asymptotic properties of anoya bayes factors (Q3125804) (← links)
- Estimating Multivariate Variance and Covariance Components Using Quadratic and Bilinear Forms (Q3207941) (← links)
- A note on local maxima in maximum likelihood, restricted maximum likelihood, and baysian estimation of variance components (Q3350554) (← links)
- A New Approach for the<i>W</i>-Matrix (Q3350555) (← links)
