Large-Scale Estimation of Variance and Covariance Components

DOI10.1137/0916013zbMath0814.62038OpenAlexW2081772133MaRDI QIDQ4325710

Chris Fraley, Patrick J. Burns

Publication date: 18 June 1995

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/a600b08d28e056e487b44d99f7ada29be5d67c09

zbMATH Keywords

nonlinear optimizationlinear regressionREMLmatrix computationslinear modelingEM algorithmssparse matrix methodsrestricted maximum likelihood estimationsymmetric-indefinite systemsvariance and covariance component estimation

Mathematics Subject Classification ID

Computational methods for sparse matrices (65F50) Numerical optimization and variational techniques (65K10) Analysis of variance and covariance (ANOVA) (62J10) Basic linear algebra (15A99) Probabilistic methods, stochastic differential equations (65C99)

Related Items (1)

Longitudinal modeling of age-dependent latent traits with generalized additive latent and mixed models

Uses Software

• Algorithm 611

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