Pages that link to "Item:Q1175387"

The following pages link to Maximum likelihood estimation of a set of covariance matrices under Löwner order restrictions with applications to balanced multivariate variance components models (Q1175387):

Displaying 19 items.

• Modifying estimators of ordered positive parameters under the Stein loss (Q608336) (← links)
• Quadratic estimators of covariance components in a multivariate mixed linear model (Q635895) (← links)
• Estimation of covariance matrices in fixed and mixed effects linear models (Q853952) (← links)
• On algorithms for restricted maximum likelihood estimation (Q956821) (← links)
• EM-type algorithms for computing restricted MLEs in multivariate normal distributions and multivariatet-distributions (Q1023837) (← links)
• A note on maximizing a special concave function subject to simultaneous Loewner order constraints (Q1200566) (← links)
• Hypotheses tests for variance components in some multivariate mixed models (Q1314494) (← links)
• Nonnegative estimation of variance components in multivariate unbalanced mixed linear models with two variance components. (Q1395884) (← links)
• Improved nonnegative estimation of multivariate components of variance (Q1583898) (← links)
• An appraisal of some aspects of statistical inference under inequality constraints (Q1866184) (← links)
• Maximum likelihood estimation of covariance matrices under simple tree ordering (Q1877007) (← links)
• Minimaxity in estimation of restricted and non-restricted scale parameter matrices (Q2352447) (← links)
• Maximum likelihood estimation of Wishart mean matrices under Löwner order restrictions (Q2372136) (← links)
• On the difference between ML and REML estimators in the modelling of multivariate longitudinal data (Q2485981) (← links)
• Shrinkage and modification techniques in estimation of variance and the related problems: A review (Q4240717) (← links)
• One-sided test of a covariance matrix with a known null value (Q4839320) (← links)
• Empirical best linear unbiased predictors in multivariate nested-error regression models (Q5079938) (← links)
• An algorithm for restricted maximum likelihood estimation in balanced multivariate variance components models (Q5287296) (← links)
• Modelling the discretization error of initial value problems using the Wishart distribution (Q6066867) (← links)