A New Approach for theW-Matrix

DOI10.1080/00949658808811065zbMath0726.62125OpenAlexW1998436380MaRDI QIDQ3350555

Jangtaek Lee, Byung Chun Kim

Publication date: 1988

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949658808811065

zbMATH Keywords

maximum likelihood estimatesvariance componentsmixed analysis of variance modelW transformation

Mathematics Subject Classification ID

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

Cites Work

• Unnamed Item
• Asymptotically efficient estimation of covariance matrices with linear structure
• Unbalanced Repeated-Measures Models with Structured Covariance Matrices
• A Method for Calculating MINQUE Estimators of Variance Components
• Multilevel mixed linear model analysis using iterative generalized least squares
• Multilevel covariance component models
• Newton-Raphson and Related Algorithms for Maximum Likelihood Variance Component Estimation
• Restricted Maximum Likelihood (REML) Estimation of Variance Components in the Mixed Model
• A Note on the W Transformation
• Improved Algorithm for the W-Transform in Variance Component Estimation
• Computation of MINQUE Variance Component Estimates
• Maximum Likelihood Approaches to Variance Component Estimation and to Related Problems
• Maximum likelihood estimation of variance components-a Monte Carlo study
• Maximum Likelihood Computations with Repeated Measures: Application of the EM Algorithm
• Maximum-likelihood estimation for the mixed analysis of variance model
• A Survey of Numerical Methods for Unconstrained Optimization
• Computing Maximum Likelihood Estimates for the Mixed A. O. V. Model Using the W Transformation

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