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Estimation of Covariance Matrices in Unbalanced Random and Mixed Multivariate Models
Author(s) -
WesolowskaJanczarek M. T.
Publication year - 1984
Publication title -
biometrical journal
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.108
H-Index - 63
eISSN - 1521-4036
pISSN - 0323-3847
DOI - 10.1002/bimj.4710260613
Subject(s) - kronecker product , mathematics , trace (psycholinguistics) , multivariate statistics , generalized linear array model , statistics , covariance , multivariate analysis of variance , covariance matrix , estimation of covariance matrices , notation , kronecker delta , generalized linear mixed model , philosophy , linguistics , physics , quantum mechanics , arithmetic
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.