REML Estimation of Covariance Matrices with Restricted Parameter Spaces

DOI10.2307/2291157zbMath0820.62049OpenAlexW4236081833MaRDI QIDQ4836995

James A. Calvin, Richard L. Dykstra

Publication date: 25 July 1995

Full work available at URL: https://doi.org/10.2307/2291157

zbMATH Keywords

iterative algorithmparametrizationEM algorithmrestricted parameter spacesisotonic regressionmultivariate linear modelcovariance matricespatterned matricesrestricted maximum likelihood estimationbalanced and unbalanced datamultivariate variance components models

Mathematics Subject Classification ID

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

Related Items (3)

Restricted maximum likelihood estimation of a common mean and the Mandel-Paule algorithm ⋮ Estimation of a multivariate normal covariance matrix under a certain structure ⋮ An appraisal of some aspects of statistical inference under inequality constraints

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