Pages that link to "Item:Q1237338"
From MaRDI portal
The following pages link to Estimating variance components in linear models (Q1237338):
Displaying 11 items.
- On a matrix identity associated with generalized least squares (Q908990) (← links)
- On the quadratic estimation of covariance matrices in multivariate linear models (Q1140382) (← links)
- On estimation of variance components with constraints (Q1299475) (← links)
- A composite likelihood approach to (co)variance components estimation (Q1600717) (← links)
- Linear Toeplitz covariance structure models with optimal estimators of variance components (Q1855356) (← links)
- Estimability analysis of variance and covariance components (Q2477786) (← links)
- A test for variance-covarianch parameters in normal linear models (Q3711533) (← links)
- Equality of two blues and ridge-type estimates (Q4139511) (← links)
- (Q4909819) (← links)
- On least squares estimation of generalized covariance functions (Q5935058) (← links)
- Quadratic covariance estimation and equivalence of predictions (Q5935063) (← links)