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REML estimation with restricted parameter spaces /

Restricted parameter spaces for covariance matrices, such as [Sigma] = [sigma]^{2}I or [Sigma] = [alpha]I + [beta]J, are often used to simplify estimation. In addition, fixed upper and/or lower bounds may be needed to insure that estimates satisfy a priori hypotheses. With multivariate variance comp...

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Bibliographic Details
Main Authors: Calvin, James Arthur (Author), Dykstra, R. (Richard) (Author)
Corporate Authors: University of Iowa. Department of Statistics and Actuarial Science (sponsoring body.), National Science Foundation (U.S.) (sponsoring body.)
Format: Book
Language:English
Published: College Station, Texas : Department of Statistics, Texas A & M University, 1992.
Series:Technical report (Texas A & M University. Department of Statistics) ; no. 176.
Subjects:
Multivariate analysis.
Estimation theory.
Analysis of covariance.
Analysis of variance.
Regression analysis.
Expectation-maximization algorithms.
Iterative methods (Mathematics)
Linear models (Statistics)
Mathematical statistics.
Statistics > Linear inference, regression > Analysis of variance and covariance.
Statistics > Multivariate analysis > Estimation.
Isotonic regression
Restricted maximum likelihood estimation
Iterative algorithm
Multivariate linear model
Variance components

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