Pages that link to "Item:Q3936151"
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The following pages link to Computation of variance components using the em algorithm (Q3936151):
Displaying 10 items.
- Efficient estimation of variance components in nonparametric mixed-effects models with large samples (Q341156) (← links)
- Estimation in mixed models via layer triangular transformation (Q673158) (← links)
- On a matrix identity associated with generalized least squares (Q908990) (← links)
- ML estimation for the multivariate normal distribution with general linear model mea1 and linear-structure covariance matrix; one-population, complete-data case (Q3033138) (← links)
- Some new algorithms for computing restricted maximum likelihood estimates of variance components (Q3135441) (← links)
- Making REML computationally feasible for large data sets: use of the Gibbs sampler (Q4825498) (← links)
- Ml estimation in the bivariate poisson distribution in the presence of missing values via the em algorithm (Q4864215) (← links)
- A fast Monte Carlo expectation–maximization algorithm for estimation in latent class model analysis with an application to assess diagnostic accuracy for cervical neoplasia in women with atypical glandular cells (Q5129151) (← links)
- On elliptical multilevel models (Q5138150) (← links)
- An algorithm for searching optimal variance component estimators in linear mixed models (Q6116898) (← links)
