Improved Estimation of Covariante Matrices in Balanced Hierarchical Multivariate Variance Components Models

DOI10.1080/02331889708802549zbMATH Open0855.62038OpenAlexW2113484239MaRDI QIDQ4892659

Kalyan Das

Publication date: 15 September 1996

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331889708802549

zbMATH Keywords

characteristic rootssensible estimatorsmixed modelsWishart matricestotal variabilitybalanced hierarchical multivariate variance components modelssimultaneous estimation of covariance matricessum of squared error losses

Mathematics Subject Classification ID

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

Related Items (2)

Estimation of Covariance Matrices in Unbalanced Random and Mixed Multivariate Models ⋮ On estimation in hierarchical models with block circular covariance structures

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