OPTIMAL QUADRATIC UNBIASED ESTIMATION FOR MODELS WITH LINEAR TOEPLITZ COVARIANCE STRUCTURE

DOI10.1080/02331880290015468zbMath1037.62051OpenAlexW2075685328WikidataQ60461509 ScholiaQ60461509MaRDI QIDQ4454313

Jean-Michel Marin, Thierry Dhorne

Publication date: 8 March 2004

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331880290015468

zbMATH Keywords

MIVQUEspecial Jordan algebrasoptimal linear estimationToeplitz covariance

Mathematics Subject Classification ID

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

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Estimation of Variance Components for a Linear Toeplitz Model ⋮ Shift permutation invariance in linear random factor models ⋮ On properties of Toeplitz-type covariance matrices in models with nested random effects ⋮ Linear Toeplitz covariance structure models with optimal estimators of variance components

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