Pages that link to "Item:Q5639218"

The following pages link to Estimation of Variance and Covariance Components in Linear Models (Q5639218):

Displaying 50 items.

• Two kinds of variance/covariance estimates in linear mixed models (Q361874) (← links)
• A mixed model analysis of variance for multi-environment variety trials (Q451319) (← links)
• Principal components in linear mixed models with general bulk (Q820811) (← links)
• The nonnegative MINQUE estimate (Q1084805) (← links)
• Linear spatial interpolation: Analysis with an application to San Joaquin Valley (Q1111889) (← links)
• Small sample considerations in estimation from panel data (Q1135079) (← links)
• On the quadratic estimation of covariance matrices in multivariate linear models (Q1140382) (← links)
• On Hsu's theorem in multivariate regression (Q1140383) (← links)
• Minimum norm quadratic estimators of variance components (Q1148636) (← links)
• Pooling. An experimental study of alternative testing and estimation procedures in a two-way error component model (Q1162096) (← links)
• A note on non-negative minimum bias MINQE in variance components model (Q1176986) (← links)
• A spectral form of the dispersion model in designs with arbitrarily unequal block sizes (Q1202314) (← links)
• A longitudinal data analysis interpretation of credibility models (Q1302128) (← links)
• Efficiency properties of cell means variance component estimates (Q1330178) (← links)
• The three-fold nested random effects model (Q1378825) (← links)
• On asymptotic distribution and asymptotic efficiency of least squares estimators of spatial variogram parameters (Q1600713) (← links)
• Efficient approaches for enclosing the united solution set of the interval generalized Sylvester matrix equations (Q1690908) (← links)
• On some heteroskedasticity-robust estimators of variance-covariance matrix of the least-squares estimators (Q1866226) (← links)
• Generalized Cochran-Wald statistics in combining of experiments (Q1869136) (← links)
• A brief biography and appreciation of Calyampudi Radhakrishna Rao, with a bibliography of his books and papers (Q1914216) (← links)
• The randomization model for experiments in block designs and the recovery of inter-block information (Q1918452) (← links)
• Statistical methods for analysis of combined categorical biomarker data from multiple studies (Q2044234) (← links)
• High-dimensional linear models: a random matrix perspective (Q2051014) (← links)
• History of the statistical design of agricultural experiments (Q2084362) (← links)
• Dr C R Rao's contributions to the advancement of economic science (Q2211880) (← links)
• On some results of C. Radhakrishna Rao applicable to the analysis of multi-environment variety trials (Q2324038) (← links)
• Eigenvalue distributions of variance components estimators in high-dimensional random effects models (Q2328062) (← links)
• On a mixed model analysis of multi-environment variety trials: a reconsideration of the one-stage and the two-stage models and analyses (Q2359167) (← 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)
• On the characterization of nonegatively estimable linear combinations of variance components (Q3026085) (← links)
• The error components regression model: conditional relative efficiency comparisons (Q3034700) (← links)
• An Orthogonality-Based Estimation of Moments for Linear Mixed Models (Q3077795) (← links)
• On invariant quadratic unbiased estimation of variance components (Q3135317) (← links)
• Streamlined mean field variational Bayes for longitudinal and multilevel data analysis (Q3188702) (← links)
• Variance component estimation in multiple regression models having a nested error structure (Q3352314) (← links)
• Two Non-Negative Estimators for the Model With a Common Mean (Q3471534) (← links)
• Estimation of covariance matrices of vector wiener process by minque method (Q3745104) (← links)
• Approaches to regression analysis with multiple measurements from individual sampling units (Q3749973) (← links)
• Variance components of the linear regression model with a random intercept (Q3780300) (← links)
• Sparse matrices, and the estimation of variance components by likelihood methods (Q3816860) (← links)
• Estimating genetic correlations (Q3854990) (← links)
• On estimation of variance components (Q3873344) (← links)
• Three modifications of the principle of the minque (Q4167435) (← links)
• Minque of variance components in generalized linear model with random effects (Q4337199) (← links)
• Best linear unbiased predictor in the mixed model with incomplete data (Q4383752) (← links)
• Nonconjugate Bayesian Analysis of Variance Component Models (Q4670410) (← links)
• A Comparison of Noniterative Generalized Least Squares and Iterative Maximum Likelihood Estimators When Testing Hypotheses in Random Coefficient Growth Curve Models (Q4707008) (← links)
• An algorithm for maximum likelihood estimation in incomplete block variance component models (Q4766467) (← links)
• VARIANCE ESTIMATION IN THE ERROR COMPONENTS REGRESSION MODEL (Q4792107) (← links)
• Enclosing the solution set of the parametric generalised Sylvester matrix equation <i>A</i>(<i>p</i>)<i>XB</i>(<i>p</i>) + <i>C</i>(<i>p</i>)<i>XD</i>(<i>p</i>) = <i>F</i>(<i>p</i>) (Q5026867) (← links)