Pages that link to "Item:Q4039798"

The following pages link to Estimation of variance components and applications (Q4039798):

Displaying 50 items.

• Improved nonnegative estimation of multivariate components of variance (Q1583898) (← links)
• Reference priors for shrinkage and smoothing parameters (Q1591283) (← links)
• Nonnegative minimum biased quadratic estimation in mixed linear models (Q1599237) (← links)
• A composite likelihood approach to (co)variance components estimation (Q1600717) (← links)
• Global sensitivity analysis: a generalized, unbiased and optimal estimator of total-effect variance (Q1706477) (← links)
• Reliability estimation through the linear mixed effects model (Q1765672) (← links)
• On testing variance components in unbalanced mixed linear model. (Q1771825) (← links)
• Dispersion matrix in balanced mixed ANOVA models (Q1826823) (← links)
• Several inequalities involving Khatri-Rao products of positive semidefinite matrices (Q1855352) (← links)
• Linear Toeplitz covariance structure models with optimal estimators of variance components (Q1855356) (← links)
• Small sample properties of the power function of \(F\) tests in two-way error component regression. (Q1864206) (← links)
• Existence of maximum likelihood estimates in normal variance-components models (Q1869125) (← links)
• Maximum likelihood estimation of covariance matrices under simple tree ordering (Q1877007) (← links)
• On empirical Bayes estimation of variance components in random effects model (Q1877840) (← links)
• Mean squared error of empirical predictor. (Q1879956) (← links)
• Linear minimax-estimation in linear models with affine and ellipsoidal restrictions (Q1896170) (← links)
• Optimization of functions of matrices with an application in statistics (Q1908201) (← links)
• A brief biography and appreciation of Calyampudi Radhakrishna Rao, with a bibliography of his books and papers (Q1914216) (← links)
• The asymptotic variance matrices of the sample correlation matrix in elliptical and normal situations and their proportionality (Q1914224) (← links)
• On inequality constrained generalized least squares selections in the general possibly singular Gauss-Markov model: A projector theoretical approach (Q1914240) (← links)
• Linear plus quadratic (LPQ) quasiminimax estimation in the linear regression model (Q1914887) (← links)
• The randomization model for experiments in block designs and the recovery of inter-block information (Q1918452) (← links)
• REML estimation: Asymptotic behavior and related topics (Q1922406) (← links)
• Approximate tests in unbalanced two-way random models without interaction (Q1926106) (← links)
• Linear error propagation law and plug-in estimators. (Q1941788) (← links)
• Seemingly unrelated regression models. (Q1950795) (← links)
• Restricted maximum likelihood estimation of a common mean and the Mandel-Paule algorithm (Q1970855) (← links)
• Inequalities involving Hadamard products of positive semidefinite matrices (Q1974238) (← links)
• Estimating variances in time series kriging using convex optimization and empirical BLUPs (Q2065314) (← links)
• General unbiased estimating equations for variance components in linear mixed models (Q2068935) (← links)
• Uncertainty quantification: a minimum variance unbiased (joint) estimator of the non-normalized Sobol' indices (Q2208405) (← links)
• Estimators of covariances in time series models (Q2266328) (← links)
• Quadratic estimation in mixed linear models with two variance components (Q2266552) (← links)
• On some results of C. Radhakrishna Rao applicable to the analysis of multi-environment variety trials (Q2324038) (← 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)
• Non-identifiable parametric probability models and reparametrization (Q2382856) (← links)
• Estimation and incommutativity in mixed models (Q2404410) (← links)
• Rényi statistics for testing hypotheses in mixed linear regression models (Q2433819) (← links)
• Estimability analysis of variance and covariance components (Q2477786) (← links)
• Unbiased invariant minimum norm estimation in generalized growth curve model (Q2507740) (← links)
• Consistent variable selection in high dimensional regression via multiple testing (Q2507896) (← links)
• Nonparametric regression penalizing deviations from additivity (Q2569242) (← links)
• Quadratic unbiased estimation of nonstandard parametric functions (Q2702769) (← links)
• Asymptotic tests for general linear hypotheses on variance components in models of commutative quadratic type (Q2716939) (← links)
• The Superiorities of Empirical Bayes Estimation of Variance Components in Random Effects Model (Q2873899) (← links)
• Note on a calibration problem: selected results and extensions of Professor Kubáček's research (Q2904124) (← links)
• Applied regression analysis bibliography update 1988-89 (Q3135298) (← links)
• A note on the correlation betweenS 2 and the least squares estimator in the linear regression model (Q3136508) (← links)
• A note on fiducial generalized pivots for in one-way heteroscedastic ANOVA with random effects (Q3143484) (← links)
• Maximum likelihood estimation in mixed normal models with two variance Components (Q3153642) (← links)