Estimation of covariance components in a repeated regression experiment
Lubomír Kubáček (1984)
Mathematica Slovaca
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Lubomír Kubáček (1984)
Mathematica Slovaca
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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 .
František Štulajter (1986)
Mathematica Slovaca
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Lubomír Kubáček (1996)
Applications of Mathematics
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A linear model with approximate variance components is considered. Differences among approximate and actual values of variance components influence the proper position and the shape of confidence ellipsoids, the level of statistical tests and their power function. A procedure how to recognize whether these diferences can be neglected is given in the paper.
Heinz Neudecker (2004)
SORT
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The main aim is to estimate the noncentrality matrix of a noncentral Wishart distribution. The method used is Leung's but generalized to a matrix loss function. Parallelly Leung's scalar noncentral Wishart identity is generalized to become a matrix identity. The concept of Löwner partial ordering of symmetric matrices is used.
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.