Article
Estimation of Covariance Matrices in Unbalanced Random and Mixed Multivariate Models
Abstract
Three HENDERSON'S Methods of estimating the variance components are generalized from one to p variables using a compact matrix notation. These results are obtained using a generalized Kronecker product of matrices, generalized trace of order p and a generalized quadratic form.
Citing Literature
Number of times cited according to CrossRef: 2
- Shayle R. Searle, George Casella, Charles E. McCulloch, References, Variance Components, undefined, (475-489), (2008).
- Hardeo Sahai, Mario Miguel Ojeda, Hardeo Sahai, Mario Miguel Ojeda, Introduction, Analysis of Variance for Random Models, 10.1007/978-0-8176-8168-5, (1-19), (2004).
