Add to ORKGThe Minimum Norm Quadratic Unbiased Invariant Estimator of the estimable linear function of the unknown variance-covariance component parameter ? in the linear model with given linear restrictions of the type R? = c is derived in two special structures: replicated and growth-curve mode
AbstractThe variance of a quadratic function of the random variables in a linear model is minimized ...
summary:The paper deals with modified minimax quadratic estimation of variance and covariance compon...
AbstractEstimation of variance components in linear model theory is presented as an application of e...
The Minimum Norm Quadratic Unbiased Invariant Estimator of the estimable linear function of the unkn...
We write a linear model in the form Y=Xβ+Uξ, where β is an unknown parameter and ξ is a hypothetical...
AbstractThe variance of a quadratic function of the random variables in a linear model is minimized ...
The paper consists of two parts. The first part deals with solutions to some optimization problems. ...
AbstractFor the unknown positive parameter σ2 in a general linear model ℳ={y,Xβ,σ2Σ}, the two common...
The paper consists of two parts. The first part deals with solutions to some optimization problems. ...
summary:The MINQUE of the linear function $\int'\vartheta$ of the unknown variance-components parame...
AbstractEstimation of variance components in linear model theory is presented as an application of e...
AbstractThe paper consists of two parts. The first part deals with solutions to some optimization pr...
Starting with the general linear model Y=Xβ+ε where E(εε')=θ1V1+ ... +θpVp, the theory of minimum no...
summary:The MINQUE of the linear function $\int'\vartheta$ of the unknown variance-components parame...
summary:The MINQUE of the linear function $\int'\vartheta$ of the unknown variance-components parame...
AbstractThe variance of a quadratic function of the random variables in a linear model is minimized ...
summary:The paper deals with modified minimax quadratic estimation of variance and covariance compon...
AbstractEstimation of variance components in linear model theory is presented as an application of e...
The Minimum Norm Quadratic Unbiased Invariant Estimator of the estimable linear function of the unkn...
We write a linear model in the form Y=Xβ+Uξ, where β is an unknown parameter and ξ is a hypothetical...
AbstractThe variance of a quadratic function of the random variables in a linear model is minimized ...
The paper consists of two parts. The first part deals with solutions to some optimization problems. ...
AbstractFor the unknown positive parameter σ2 in a general linear model ℳ={y,Xβ,σ2Σ}, the two common...
The paper consists of two parts. The first part deals with solutions to some optimization problems. ...
summary:The MINQUE of the linear function $\int'\vartheta$ of the unknown variance-components parame...
AbstractEstimation of variance components in linear model theory is presented as an application of e...
AbstractThe paper consists of two parts. The first part deals with solutions to some optimization pr...
Starting with the general linear model Y=Xβ+ε where E(εε')=θ1V1+ ... +θpVp, the theory of minimum no...
summary:The MINQUE of the linear function $\int'\vartheta$ of the unknown variance-components parame...
summary:The MINQUE of the linear function $\int'\vartheta$ of the unknown variance-components parame...
AbstractThe variance of a quadratic function of the random variables in a linear model is minimized ...
summary:The paper deals with modified minimax quadratic estimation of variance and covariance compon...
AbstractEstimation of variance components in linear model theory is presented as an application of e...