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
In this paper, we consider the general linear stochastic model in which the variance\u2012co-varianc...
Consider the generalized growth curve model subject to R(Xm)[subset, double equals]...[subset, doubl...
summary:In the paper four types of estimations of the linear function of the variance components are...
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 paper deals with modified minimax quadratic estimation of variance and covariance compon...
International audienceWe study a mixed linear model with two variance components. We suppose that on...
In this paper, we consider the general linear stochastic model in which the variance\u2012co-varianc...
Consider the generalized growth curve model subject to R(Xm)[subset, double equals]...[subset, doubl...
summary:In the paper four types of estimations of the linear function of the variance components are...
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 paper deals with modified minimax quadratic estimation of variance and covariance compon...
International audienceWe study a mixed linear model with two variance components. We suppose that on...
In this paper, we consider the general linear stochastic model in which the variance\u2012co-varianc...
Consider the generalized growth curve model subject to R(Xm)[subset, double equals]...[subset, doubl...
summary:In the paper four types of estimations of the linear function of the variance components are...