The spectral decomposition of a covariance matrix for the balanced mixed analysis of variance model

DOI10.1016/j.laa.2011.11.028zbMath1238.62079OpenAlexW2105819884MaRDI QIDQ417462

Bilgehan Güven

Publication date: 14 May 2012

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.laa.2011.11.028

zbMATH Keywords

eigenvalueseigenvectors

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Analysis of variance and covariance (ANOVA) (62J10) Special matrices (15B99)

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Cites Work

• The spectral decomposition of covariance matrices for the variance components models
• A new method of spectral decomposition of covariance matrix in mixed effects models and its applications
• A note on spectral decomposition and maximum likelihood estimation in ANOVA models with balanced data
• Estimation of linear models with crossed-error structure
• Best quadratic unbiased estimators of the variance-covariance matrix in normal regression
• Dispersion Matrices for Variance Components Models
• A Note on Error Components Models

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