Estimation of covariance components in a repeated regression experiment
Lubomír Kubáček (1984)
Mathematica Slovaca
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Displaying similar documents to “Convergence of -norms of a matrix”
Estimation of covariance components in a repeated regression experiment
Quadratic estimations in mixed linear models
Štefan Varga (1991)
Applications of Mathematics
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In the paper four types of estimations of the linear function of the variance components are presented for the mixed linear model with expectation and covariance matrix .
A recursion formula for expected negative and positive powers of the central Wishart distribution.
Heinz Neudecker (2007)
SORT
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We use Haff's fundamental identity to express the expectation of S in lower-order terms, where S follows the central Wishart distribution.
Repeated regression experiment and estimation of variance components
Lubomír Kubáček (1984)
Mathematica Slovaca
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Maximizing the determinant for a special class of block-partitioned matrices.
Popescu, Otilia, Rose, Christopher, Popescu, Dimitrie C. (2004)
Mathematical Problems in Engineering
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A note on the scalar Haffian.
Heinz Neudecker (2000)
Qüestiió
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In this note a uniform transparent presentation of the scalar Haffian will be given. Some well-known results will be generalized. A link will be established between the scalar Haffian and the derivative matrix as developed by Magnus and Neudecker.