Matrix free computation of C. R. Rao's MINQUE for unbalanced nested classification models

DOI10.1016/0167-9473(84)90013-6zbMath0574.65150OpenAlexW1964543183MaRDI QIDQ1063416

B. George

Publication date: 1984

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-9473(84)90013-6

zbMATH Keywords

covariance matrixlinear modelsvariance componentslinear predictorsnested classificationminimum norm quadratic unbiased estimators

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Analysis of variance and covariance (ANOVA) (62J10) Probabilistic methods, stochastic differential equations (65C99)

Related Items (1)

Estimation and Test of Varience Components Using the MINQUE-Method

Cites Work

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• Simultaneous estimation of expectation and covarianee matrix in linear models²
• A Method for Calculating MINQUE Estimators of Variance Components
• On recent progress of minque theory nonnegative estimation, consistency, asymptotic normality and explicite formulae¹
• C. R. Rao's minque under four two-way anova models
• MINQUE and ANOVA Estimator for One-way Classification - a Risk Comparison
• Estimating variance components in hiearchical structures using minque and restricted maximum livelihood
• Minimum Variance Quadratic Unbiased Estimation (MIVQUE) of Variance Components
• Linear Statistical Inference and its Applications

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