The spectral decomposition of covariance matrices for the variance components models

DOI10.1016/j.jmva.2006.06.010zbMath1101.62059OpenAlexW2017046135MaRDI QIDQ853949

Song-Gui Wang, Jian-Hong Shi

Publication date: 7 December 2006

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

Full work available at URL: https://doi.org/10.1016/j.jmva.2006.06.010

zbMATH Keywords

spectral decompositionpartial ordering

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Eigenvalues, singular values, and eigenvectors (15A18) Analysis of variance and covariance (ANOVA) (62J10)

Related Items (1)

The spectral decomposition of a covariance matrix for the balanced mixed analysis of variance model

Cites Work

• Unnamed Item
• Explicit maximum likelihood estimates from balanced data in the mixed model of the analysis of variance
• On the existence of unbiased nonnegative estimates of variance covariance components
• Estimation of linear models with crossed-error structure
• Best quadratic unbiased estimators of the variance-covariance matrix in normal regression
• Dispersion Matrices for Variance Components Models
• A Note on Error Components Models
• Quadratic Subspaces and Completeness

This page was built for publication: The spectral decomposition of covariance matrices for the variance components models