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What Should Be Done When an Estimated Between-Group Covariance Matrix Is Not Nonnegative Definite? - MaRDI portal

What Should Be Done When an Estimated Between-Group Covariance Matrix Is Not Nonnegative Definite? (Q3690896)

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What Should Be Done When an Estimated Between-Group Covariance Matrix Is Not Nonnegative Definite?
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    What Should Be Done When an Estimated Between-Group Covariance Matrix Is Not Nonnegative Definite? (English)
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    1985
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    proper covariance matrix estimator
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    Estimation of covariance components
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    multivariate random-effect model
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    nested covariance structure
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    restricted maximum likelihood estimators
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    two-fold nested
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    mixed-effect models
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