Estimation of covariance components in a repeated regression experiment

Lubomír Kubáček

Loading [MathJax]/extensions/MathZoom.js

Skip to main content (access key 's'), Skip to navigation (access key 'n'), Accessibility information (access key '0')

Displaying similar documents to “Estimation of covariance components in a repeated regression experiment”

Repeated regression experiment and estimation of variance components

Lubomír Kubáček (1984)

Mathematica Slovaca

Similarity:

Quadratic estimations in mixed linear models

Štefan Varga (1991)

Applications of Mathematics

Similarity:

In the paper four types of estimations of the linear function of the variance components are presented for the mixed linear model $𝐘 = 𝐗 β + 𝐞$ with expectation $E (𝐘) = 𝐗 β$ and covariance matrix $D (𝐘) = 0_{1} 𝐕_{1} + . . . + 0_{𝐦} 𝐕_{𝐦}$ .

Optimal elimination of nuisance parameters in mixed linear models

Lubomír Kubáček (1990)

Mathematica Slovaca

Similarity: