Estimation of covariance components in a repeated regression experiment

Lubomír Kubáček

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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

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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 $𝐘 = 𝐗 β + 𝐞$ 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

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Variance components estimators in a replicated regression model

František Štulajter (1986)

Mathematica Slovaca

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