Previous |  Up |  Next

Article

Title: Variance components estimators in a replicated regression model (English)
Author: Štulajter, František
Language: English
Journal: Mathematica Slovaca
ISSN: 0139-9918
Volume: 36
Issue: 2
Year: 1986
Pages: 191-198
.
Category: math
.
MSC: 62J10
MSC: 62M10
idZBL: Zbl 0605.62078
idMR: MR849710
.
Date available: 2009-09-25T09:53:48Z
Last updated: 2012-08-01
Stable URL: http://hdl.handle.net/10338.dmlcz/128867
.
Reference: [1] LAMOTTE L. R.: Quadгatic estimation of vaгiance components.Biometгics 29, 1973, 311-330. MR 0329142
Reference: [2] KLEFFE J.: Simultaneous estimation of expectation and covariance matrix in lineaг models.Math. Opeгationsforsch. Stat. 9, 1978, 443-478. MR 0522072
Reference: [3] KUBÁČEK L.: Repeated regгession expeгiment and еstimation of vaгiance components.Math. Slovaca 34, 1984, 103-114. MR 0735941
Reference: [4] ŠTULAJTER F.: On estimation of covaгiance function of stationaгy Gaussian time seгies.Proc. of the thiгd Pгague symp. on asympt. stat. (in print).
Reference: [5] VOLAUFOVÁ J., KUBÁČEK L.: Locally and uniformly best estimators in replicated гegression model.Applikace matematiky 28, 1983, 386-390. MR 0712914
.

Files

Files Size Format View
MathSlov_36-1986-2_12.pdf 540.8Kb application/pdf View/Open
Back to standard record
Partner of
EuDML logo