Pages that link to "Item:Q5629076"

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

Displaying 50 items.

• Prediction of failure probability of oil wells (Q398207) (← links)
• Preserving relationships between variables with MIVQUE based imputation for missing survey data (Q406536) (← links)
• A mixed model analysis of variance for multi-environment variety trials (Q451319) (← links)
• Parameter estimation and inference in the linear mixed model (Q551316) (← links)
• Quadratic estimators of covariance components in a multivariate mixed linear model (Q635895) (← links)
• MINQUE for block diagonal bordered systems such as those encountered in VLBI data analysis (Q697213) (← links)
• A procedure for estimating the variance function of linear models and for checking the appropriateness of estimated variances: a case study of GPS carrier-phase observations (Q926963) (← links)
• A recursive approach to detect multivariable conditional variance components and conditional random effects (Q959159) (← links)
• Matrix free computation of C. R. Rao's MINQUE for unbalanced nested classification models (Q1063416) (← links)
• Computation of variance components by the MINQUE method (Q1069247) (← links)
• Optimal unbiased estimation of variance components (Q1083160) (← links)
• The nonnegative MINQUE estimate (Q1084805) (← links)
• On the quadratic estimation of covariance matrices in multivariate linear models (Q1140382) (← links)
• On Hsu's theorem in multivariate regression (Q1140383) (← links)
• Minimum norm quadratic estimators of variance components (Q1148636) (← links)
• Quadratic estimations in mixed linear models (Q1175700) (← links)
• Estimation of the first and second order parameters in regression models with special structure (Q1193985) (← links)
• Bayes invariant quadratic estimation in general linear regression models (Q1193988) (← links)
• Systems of seemingly unrelated regression equations with time varying coefficients -- an interplay of Kalman filtering, scoring, EM- and MINQUE-method (Q1202452) (← links)
• On estimation of variance components with constraints (Q1299475) (← links)
• On the calculation of minimum variance estimators for unobservable dependent variables (Q1315452) (← links)
• Incomplete panels. A comparative study of alternative estimators for the unbalanced one-way error component regression model (Q1329125) (← links)
• Efficiency properties of cell means variance component estimates (Q1330178) (← links)
• Best estimation of variance components with arbitrary kurtosis in two-way layouts mixed models (Q1347135) (← links)
• Approaches to robust estimation in the simplest variance components model (Q1361649) (← links)
• A composite likelihood approach to (co)variance components estimation (Q1600717) (← links)
• On testing variance components in unbalanced mixed linear model. (Q1771825) (← links)
• Operator trigonometry of statistics and econometrics (Q1855350) (← links)
• Estimating multi-way error components models with unbalanced data structures. (Q1858908) (← links)
• Comparison of MINQUE and simple estimate of the error variance in the general linear models (Q1873571) (← 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)
• The difficulties of estimation of dispersion parameters in linear models --- an illustration (Q1893397) (← links)
• A brief biography and appreciation of Calyampudi Radhakrishna Rao, with a bibliography of his books and papers (Q1914216) (← links)
• The randomization model for experiments in block designs and the recovery of inter-block information (Q1918452) (← links)
• History of the statistical design of agricultural experiments (Q2084362) (← links)
• On some results of C. Radhakrishna Rao applicable to the analysis of multi-environment variety trials (Q2324038) (← links)
• A mixed model for complete three or higher-way layout with two random effects factors (Q2350051) (← links)
• Estimability analysis of variance and covariance components (Q2477786) (← links)
• Minimum variance quadratic unbiased estimation of variance components (Q2560021) (← links)
• Testing some covariance structures under a growth curve model (Q2561812) (← links)
• Online algorithm for variance components estimation (Q2656798) (← links)
• Estimation of a model with random parameters. (Q2756477) (← links)
• A Jackknife Method for Estimation of Variance Components (Q2785877) (← links)
• Distribution-free estimators of variance components for multivariate linear mixed models (Q3021186) (← links)
• On the characterization of nonegatively estimable linear combinations of variance components (Q3026085) (← links)
• An Orthogonality-Based Estimation of Moments for Linear Mixed Models (Q3077795) (← links)
• On invariant quadratic unbiased estimation of variance components (Q3135317) (← links)
• Karlin's corollary: a topological approach to pitman's measure (Q3135548) (← links)
• Minimum Variance Quadratic Unbiased Estimation for the Variance Components in Simple Linear Regression with Onefold Nested Error (Q3424160) (← links)