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Series Statistics Volume 8, 1977 - Issue 2
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Original Articles

Invariant methods for estimating variance components in mixed linear modelsFootnote2

J. Kleffe Zentralinstitut für Mathematik und Mechanik der AdW der DDR, Mohrenstr. 39, Berlin, DDR-108
Pages 233-250 | Published online: 27 Jun 2007

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Jean-Michel Marin. (2007) Estimation of Variance Components for a Linear Toeplitz Model. Communications in Statistics - Theory and Methods 36:12, pages 2273-2288.
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JEAN-MICHEL MARIN & THIERRY DHORNE. (2003) OPTIMAL QUADRATIC UNBIASED ESTIMATION FOR MODELS WITH LINEAR TOEPLITZ COVARIANCE STRUCTURE. Statistics 37:2, pages 85-99.
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S. Gnot, H. Knautz, G. Trenkler & R. Zmyslony. (1992) Nonlinear unbiased estimation in linear models . Statistics 23:1, pages 5-16.
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R. D Anderson, H. V Henderson, F Pukelsheim & S. R Searle. (1984) Best estimation of variance components from balanced data, with arbitrary kurtosis. Series Statistics 15:2, pages 163-176.
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Wolfgang H. Schmidt & Rolf Thrum. (1981) Contributions to-asymptotic theory in regression models with linear covariance structure . Series Statistics 12:2, pages 243-269.
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J. Kleffe. (1980) On recent progress of minque theory nonnegative estimation, consistency, asymptotic normality and explicite formulae . Series Statistics 11:4, pages 563-588.
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O. Bunke & H. Wandl. (1980) Projection estimators for unknown covariance matrices in linear models. Series Statistics 11:2, pages 175-191.
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J. Kleffe & I. Zöllner. (1978) On quadratic estimation of heteroscedastic variances. Series Statistics 9:1, pages 27-44.
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Friedrich Pukelsheim. (1977) On hsu's model in regression analysis. Series Statistics 8:3, pages 323-331.
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Hilmar Drygas. (1977) Best quadratic unbiased estimation in variance-covariance component models . Series Statistics 8:2, pages 211-231.
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Articles from other publishers (1)

Erik Grafarend & Joseph AwangeErik W. Grafarend & Joseph L. Awange. 2012. Linear and Nonlinear Models. Linear and Nonlinear Models 493 525 .

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