Estimation of variance and covariance components—MINQUE theory
نویسندگان
چکیده
منابع مشابه
Large-Scale Estimation of Variance and Covariance Components
This paper concerns matrix computations within algorithms for variance and covariance component estimation. Hemmerle and Hartley [Technometrics, 15 (1973), pp. 819-831 showed how to compute the objective function and its derivatives for maximum likelihood estimation of variance components using matrices with dimensions of the order of the number of coefficients rather than that of the number of...
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ژورنال
عنوان ژورنال: Journal of Multivariate Analysis
سال: 1971
ISSN: 0047-259X
DOI: 10.1016/0047-259x(71)90001-7