Estimation of covariance matrices in fixed and mixed effects linear models (Q853952)

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scientific article; zbMATH DE number 5078854
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Estimation of covariance matrices in fixed and mixed effects linear models
scientific article; zbMATH DE number 5078854

    Statements

    Estimation of covariance matrices in fixed and mixed effects linear models (English)
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    7 December 2006
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    covariance matrix
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    decision theory
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    estimation
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    Haff identity
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    improvement
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    James--Stein estimator
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    linear regression model
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    minimaxity
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    mixed effects model
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    multivariate normal distribution
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    Stein identity
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    variance component
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    Wishart distribution
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