Estimation of covariance components in a repeated regression experiment

Lubomír Kubáček

Mathematica Slovaca (1984)

  • Volume: 34, Issue: 2, page 155-164
  • ISSN: 0139-9918

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Kubáček, Lubomír. "Estimation of covariance components in a repeated regression experiment." Mathematica Slovaca 34.2 (1984): 155-164. <http://eudml.org/doc/34180>.

@article{Kubáček1984,
author = {Kubáček, Lubomír},
journal = {Mathematica Slovaca},
keywords = {repeated regression experiment; Fisher information; Rao-Cramer; lower bound; multivariate normal distribution; vec operation; MINUE; minimum norm unbiased estimator; Hilbert space of symmetric; matrices; estimator of the covariance components; Wishart distribution},
language = {eng},
number = {2},
pages = {155-164},
publisher = {Mathematical Institute of the Slovak Academy of Sciences},
title = {Estimation of covariance components in a repeated regression experiment},
url = {http://eudml.org/doc/34180},
volume = {34},
year = {1984},
}

TY - JOUR
AU - Kubáček, Lubomír
TI - Estimation of covariance components in a repeated regression experiment
JO - Mathematica Slovaca
PY - 1984
PB - Mathematical Institute of the Slovak Academy of Sciences
VL - 34
IS - 2
SP - 155
EP - 164
LA - eng
KW - repeated regression experiment; Fisher information; Rao-Cramer; lower bound; multivariate normal distribution; vec operation; MINUE; minimum norm unbiased estimator; Hilbert space of symmetric; matrices; estimator of the covariance components; Wishart distribution
UR - http://eudml.org/doc/34180
ER -

References

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  1. ANDERSON T. W., Introduction to the Multivariate Statistical Analysis, J. Wiley, N. York 1958. (1958) MR0091588
  2. KUBÁČEK L., Repeated regression experiment and estimation of variance components, Math. Slovaca 34, 1984, 103-114. (1984) Zbl0597.62051MR0735941
  3. RAO C. R., Estimation of variance and covariance components - MINQUE theory, Jour. Multivariat. Analysis 1, 1971, 257-275. (1971) Zbl0223.62086MR0301869
  4. SEELY J., Lineaг spaces and unbiased estimation, Ann. Math. Statistics, 1, 1971, 1725-1734. (1971) MR0275559

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