Variance components.
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(96)- A multivariate multilevel approach to the modeling of accuracy and speed of test takers
- Empirical best prediction under a nested error model with log transformation
- Some practical estimation procedures for variance components.
- On estimation of variance components with constraints
- Exact distributions of statistics for making inferences on mixed models under the default covariance structure
- Repeated challenge studies: A comparison of union-intersection testing with linear modeling
- Statistical inference and Monte Carlo algorithms. (With discussion)
- Bayesian clustering of replicated time-course gene expression data with weak signals
- Multivariate functional response regression, with application to fluorescence spectroscopy in a cervical pre-cancer study
- Semiparametric kernel-based regression for evaluating interaction between pathway effect and covariate
- A case-deletion diagnostic for penalized calibration estimators and BLUP under linear mixed models in survey sampling
- A variational maximization-maximization algorithm for generalized linear mixed models with crossed random effects
- Linear mixed model with Laplace distribution (LLMM)
- Bayes factor testing of multiple intraclass correlations
- Simultaneous prediction in the generalized linear model
- Smoothing and mixed models
- Maximum likelihood degree of variance component models
- Appropriate covariance-specification via penalties for penalized splines in mixed models for longitudinal data
- Shape detection using semi-parametric shape-restricted mixed effects regression spline with applications
- On drawbacks of least squares Lehmann-Scheffé estimation of variance components
- AIMS: average information matrix splitting
- Estimating variances in time series kriging using convex optimization and empirical BLUPs
- General unbiased estimating equations for variance components in linear mixed models
- Optimizing the allocation of trials to sub-regions in multi-environment crop variety testing
- Scalable logistic regression with crossed random effects
- A note on covariance decomposition in linear models with nested-error structure: new and alternative derivations of the \(F\)-test
- Bayesian \(A\)-optimal two-phase designs with a single blocking factor in each phase
- Optimal prediction in the linearly transformed spiked model
- All about the \(\bot\) with its applications in the linear statistical models
- Tolerance intervals for unbalanced one-way random effects models with covariates and heterogeneous variances
- A widely applicable extension of the random effects two-way layout: its definition and statistical analysis based on group invariance
- Multiphase experiments with at least one later laboratory phase. I: Orthogonal designs
- Improved estimation of optimal portfolio with an application to the US stock market
- Assessment of vague and noninformative priors for Bayesian estimation of the realized random effects in random-effects meta-analysis
- On fair person classification based on efficient factor score estimates in the multidimensional factor analysis model
- Eigenvalue distributions of variance components estimators in high-dimensional random effects models
- On estimation in hierarchical models with block circular covariance structures
- Bayesian inference using a noninformative prior for linear Gaussian random coefficient regression with inhomogeneous within-class variances
- Restricted maximum likelihood estimation for parameters of the social relations model
- The ANOVA-type inference in linear mixed model with skew-normal error
- Inner workings of the Kenward-Roger test
- Dominance properties of constrained Bayes and empirical Bayes estimators
- Visualizing genetic constraints
- 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)
- Density estimation and comparison with a penalized mixture approach
- Parametric bootstrap tests for unbalanced three-factor nested designs under heteroscedasticity
- Variance Components Analysis: A Selective Literature Survey
- Prediction of failure probability of oil wells
- scientific article; zbMATH DE number 2154174 (Why is no real title available?)
- Restricted likelihood representation and decision-theoretic aspects of meta-analysis
- scientific article; zbMATH DE number 1911983 (Why is no real title available?)
- Nonparametric bootstrap confidence intervals for variance components applied to interlaboratory comparisons
- Unilateral conformance proportions in balanced and unbalanced normal random effects models
- scientific article; zbMATH DE number 837912 (Why is no real title available?)
- Modified minimax quadratic estimation of variance components.
- Arbitrariness of models for augmented and coarse data, with emphasis on incomplete data and random effects models
- The effects of sampling from finite populations in a mixed effects gage R\&R study
- Likelihood Ratio Processes under Nonstandard Settings
- Adaptation of the jackknifed ridge methods to the linear mixed models
- A multilevel model with autoregressive components for the analysis of tribal art prices
- A note on a hierarchical interpretation for negative variance components
- Parametric bootstrap tests for unbalanced nested designs under heteroscedasticity
- Inferences on the reliability in balanced and unbalanced one-way random models
- Interval estimation of variance ratio in non-normal unbalanced one-way random models
- Generalized sample size determination formulas for investigating contextual effects by a three-level random intercept model
- Optimal Designs for Best Linear Unbiased Prediction in Diallel Crosses
- A nonlinear Gauss-Seidel algorithm for inference about GLMM
- Prediction intervals for all of M future observations based on linear random effects models
- An algorithm for searching optimal variance component estimators in linear mixed models
- Comparing discrete Pareto populations under a fixed effects model
- On reverse shrinkage effects and shrinkage overshoot
- Quantile regression in random effects meta-analysis model
- Scalable Bayesian computation for crossed and nested hierarchical models
- Medical laboratory diagnostics and statistics
- Negative variance components and intercept-slope correlations greater than one in magnitude: how do such ``non-regular random intercept and slope models arise, and what should be done when they do?
- A Multifidelity Function-on-Function Model Applied to an Abdominal Aortic Aneurysm
- Generalized confidence intervals for intra- and inter-subject coefficients of variation in linear mixed-effects models
- Assessing quality of selection procedures: lower bound of false positive rate as a function of inter-rater reliability
- Systematic deviation in smooth mixed models for multi-level longitudinal data
- Weighted estimates of interlaboratory consensus values
- Round-robin analysis of social interaction: exact and estimated standard errors
- Deconvolution of ℙ( X < Y ) from repeated data samples with unknown noise distributions
- A note on statistical repeatability and study design for high-throughput assays
- When zero may not be zero: a cautionary note on the use of inter-rater reliability in evaluating grant peer review
- Robust inference in linear mixed model with skew normal-symmetric error
- Shrinkage estimation in linear mixed models for longitudinal data
- The EM algorithm for variance component estimation in multivariate Fay-Herriot model
- Incorporating heterogeneity and macroeconomic variables into multi-state delinquency models for credit cards
- Weighted estimation of AMMI and GGE models
- Generalized \(p\) value tests for variance components in a class of linear mixed models
- Identifiability of covariance parameters in linear mixed effects models
- Principal components in linear mixed models with general bulk
- A direct derivation of the REML likelihood function
- An integrated approach to empirical Bayesian whole genome prediction modeling
- Explicit estimators under m-dependence for a multivariate normal distribution
- Quadratic subspaces and construction of Bayes invariant quadratic estimators of variance components in mixed linear models
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