Random-effect models with singular precision

DOI10.1016/j.jspi.2013.07.007zbMath1278.62146OpenAlexW2043876173MaRDI QIDQ393633

Youngjo Lee, Woo-Joo Lee

Publication date: 23 January 2014

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2013.07.007

zbMATH Keywords

smoothing splinesstate-space modelsbest linear unbiased predictorsintrinsic autoregressionrandom-effect modelssingular precision

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items

A review on recent advances and applications of h-likelihood method, Resolving the ambiguity of random‐effects models with singular precision matrix

Uses Software

• SemiPar

Cites Work

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