Pages that link to "Item:Q2560021"
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The following pages link to Minimum variance quadratic unbiased estimation of variance components (Q2560021):
Displaying 48 items.
- Prediction of failure probability of oil wells (Q398207) (← links)
- Preserving relationships between variables with MIVQUE based imputation for missing survey data (Q406536) (← links)
- Quadratic estimators of covariance components in a multivariate mixed linear model (Q635895) (← links)
- Linear spatial interpolation: Analysis with an application to San Joaquin Valley (Q1111889) (← 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)
- Linear prediction and estimation methods for regression models with stationary stochastic coefficients (Q1156447) (← links)
- On estimation of variance components with constraints (Q1299475) (← 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)
- Approaches to robust estimation in the simplest variance components model (Q1361649) (← links)
- Linear Toeplitz covariance structure models with optimal estimators of variance components (Q1855356) (← 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)
- 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)
- On the variance parameter estimator in general linear models (Q2303754) (← links)
- Eigenvalue distributions of variance components estimators in high-dimensional random effects models (Q2328062) (← links)
- Minimum-variance unbiased quadratic estimation of covariances of regionalized variables (Q2490626) (← links)
- The locally MIMSQE of nonnormal error variance in quadratically balanced models (Q2638694) (← links)
- Distribution-free estimators of variance components for multivariate linear mixed models (Q3021186) (← links)
- (Q3028086) (← links)
- (Q3031774) (← links)
- On invariant quadratic unbiased estimation of variance components (Q3135317) (← links)
- 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)
- Empirical bayes quadratic estimators of variance components in normal linear models (Q3729852) (← 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)
- The use of equivalent linear models in mixed model estimation and prediction (Q3780301) (← links)
- Robust tests and confidence intervals for error variance in a regression model and for functions of variance components inan unbalanced random one-way model (Q3804027) (← links)
- Estimating genetic correlations (Q3854990) (← links)
- Vec and vech operators for matrices, with some uses in jacobians and multivariate statistics (Q3874343) (← links)
- On estimation of diagonal covariance matrices by minque (Q4147494) (← links)
- Three modifications of the principle of the minque (Q4167435) (← links)
- Estimating variance components in hiearchical structures using minque and restricted maximum livelihood (Q4188608) (← links)
- Nonlinear unbiased estimation in linear models<sup>†</sup> (Q4322918) (← links)
- Best linear unbiased predictor in the mixed model with incomplete data (Q4383752) (← links)
- OPTIMAL QUADRATIC UNBIASED ESTIMATION FOR MODELS WITH LINEAR TOEPLITZ COVARIANCE STRUCTURE (Q4454313) (← links)
- NONNEGATIVE ESTIMATORS FOR THE ONE-WAY RANDOM EFFECTS MODEL (Q4540678) (← links)
- Estimation in a Two Variance Components Model When one Component is Known (Q4763448) (← links)
- (Q4909819) (← links)
- Minimum variance unbiased invariant estimation of variance components under normality (Q5317761) (← links)
- The unbalanced nested error component regression model (Q5932783) (← links)
- An algorithm for searching optimal variance component estimators in linear mixed models (Q6116898) (← links)
- An eigenvalue distribution derived ‘Stability Measure’ for evaluating Minimum Variance portfolios (Q6158418) (← links)
- Analysis of covariance under variance heteroscedasticity in general factorial designs (Q6627967) (← links)
