General linear mixed model and signal extraction problem with constraint

DOI10.1016/j.jmva.2011.10.007zbMath1274.62479OpenAlexW2016295021MaRDI QIDQ764500

Azzouz Dermoune, Tianwen Wei, Nadji Rahmania

Publication date: 13 March 2012

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2011.10.007

zbMATH Keywords

inverse problemmaximum likelihood estimatorgeneralized inverseBLUPBLUEsignal extractionasymptotic propertyauto-regressive model

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Parametric inference under constraints (62F30) Generalized linear models (logistic models) (62J12)

Related Items (2)

Parametrizations, weights, and optimal prediction ⋮ Parametrizations, fixed and random effects

Uses Software

• fda (R)

Cites Work

• Unnamed Item
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• That BLUP is a good thing: The estimation of random effects. With comments and a rejoinder by the author
• The Schur complement and its applications
• Multivariate Extension of the Hodrick-Prescott Filter-Optimality and Characterization
• Best Linear Unbiased Estimation and Prediction under a Selection Model
• Maximum Likelihood Approaches to Variance Component Estimation and to Related Problems
• The Estimation of Environmental and Genetic Trends from Records Subject to Culling
• Estimating the Smoothing Parameter in the So-called Hodrick-Prescott Filter

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