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The following pages link to Estimation of variance and covariance components—MINQUE theory (Q5629076):

Displaying 40 items.

A test for variance-covarianch parameters in normal linear models (Q3711533) (← links)
A theorem relating minque and unweighted means estimators of variance components in the one-way design (Q3716102) (← links)
(Q3730830) (← links)
(Q3730831) (← links)
(Q3742526) (← links)
Estimation of covariance matrices of vector wiener process by minque method (Q3745104) (← links)
(Q3753332) (← links)
Analytical uses of Kalman filtering in econometrics — A survey (Q3777293) (← links)
Variance components of the linear regression model with a random intercept (Q3780300) (← links)
Minqe-theory and the estimation of residual variance in regressions analysis (Q3795079) (← links)
On the role of minque in testing of hypotheses under hiked linear models (Q3802441) (← links)
(Q3809047) (← links)
Stochastic goal programming with estimated parameters (Q3851983) (← links)
Estimating genetic correlations (Q3854990) (← links)
On estimation of variance components (Q3873344) (← links)
On the unbiased estimation of fixed effects in a mixed model for growth curves (Q3896379) (← links)
Use of prior information for estimating the variance components (Q3968329) (← links)
A lemma on optimization of a matrix function and a review of the unified theory of linear estimation (Q3976287) (← links)
Estimation of variance components and applications (Q4039798) (← links)
On estimation of diagonal covariance matrices by minque (Q4147494) (← links)
Estimating variance components in hiearchical structures using minque and restricted maximum livelihood (Q4188608) (← links)
Nonnegative estimation of variance components in an unbalanced one way random effects model (Q4275833) (← 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)
MINIMUM NORM ESTIMATION OF VARIANCE COMPONENTS FOR LIFE INSURANCE DATA (Q4540677) (← links)
NONNEGATIVE ESTIMATORS FOR THE ONE-WAY RANDOM EFFECTS MODEL (Q4540678) (← links)
Estimation-Equivalent Covariance Structures for the Least Squares and Minque Estimators of the Linear Model Variance (Q4678840) (← links)
(Q4725543) (← links)
Estimation in a Two Variance Components Model When one Component is Known (Q4763448) (← links)
Maximum likelihood estimation of variance components of heteroscedastic random anova model (Q4843663) (← links)
(Q4909819) (← links)
Weighted total least-squares joint adjustment with weight correction factors (Q5087545) (← links)
Small area estimation of mean price of habitation transaction using time-series and cross-sectional area-level models (Q5123557) (← links)
Testing for additivity in non‐parametric regression (Q5507368) (← links)
On variance-covariance components estimation in linear models with AR(1) disturbances (Q5690611) (← links)
Estimation of variance components in mixed linear models (Q5905543) (← links)
The unbalanced nested error component regression model (Q5932783) (← links)
An algorithm for searching optimal variance component estimators in linear mixed models (Q6116898) (← links)
Bayes estimates of variance components in mixed linear model (Q6564300) (← links)
Computationally stable estimation procedure for the multivariate linear mixed-effect model and application to malaria public health problem (Q6637213) (← links)