On the quadratic estimation of covariance matrices in multivariate linear models

DOI10.1016/0047-259X(79)90103-9zbMath0435.62051OpenAlexW2090021802MaRDI QIDQ1140382

S. H. Smith

Publication date: 1979

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0047-259x(79)90103-9

zbMATH Keywords

cumulantmixed modelmultivariate linear modelsBQUE estimatorquadratic estimation of covariance matrices

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Analysis of variance and covariance (ANOVA) (62J10)

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Harmonic mean approach to unbalanced mixed effects models under heteroscedastic variances ⋮ Harmonic mean approach to uunbalanced random effects models under heteroscedasticity

Cites Work

• Estimating variance components in linear models
• Minimum variance quadratic unbiased estimation of variance components
• The estimation of residual variance in quadratically balanced least-squares problems and the robustness of the F-test
• Theorems Concerning Eisenhart's Model II
• Restricted Maximum Likelihood (REML) Estimation of Variance Components in the Mixed Model
• A Comparison of Variance Component Estimators
• Maximum Likelihood Approaches to Variance Component Estimation and to Related Problems
• Invariant Quadratic Estimators in the Random, One-Way ANOVA Model
• Estimation of variance and covariance components—MINQUE theory
• Estimation of Variance and Covariance Components in Linear Models
• Linear Statistical Inference and its Applications
• On Quadratic Estimates of Variance Components
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