SPARSE MATRICES, AND THE ESTIMATION OF VARIANCE-COMPONENTS BY LIKELIHOOD METHODS

[1] ASYMPTOTICALLY EFFICIENT ESTIMATION OF COVARIANCE MATRICES WITH LINEAR STRUCTURE [J]. ANNALS OF STATISTICS, 1973, 1 (01) : 135 - 141

[2] PROGRAMMING UNIVARIATE AND MULTIVARIATE ANALYSIS OF VARIANCE [J]. TECHNOMETRICS, 1963, 5 (01) : 95 - &

[3] LEAST CHANGE SECANT UPDATES FOR QUASI-NEWTON METHODS [J]. SIAM REVIEW, 1979, 21 (04) : 443 - 459

[4] ALGORITHMS AND DATA-STRUCTURES FOR SPARSE SYMMETRIC GAUSSIAN-ELIMINATION [J]. SIAM JOURNAL ON SCIENTIFIC AND STATISTICAL COMPUTING, 1981, 2 (02): : 225 - 237

[5] EISENSTAT SC, 1981, 112 YAL U DEP COMP S

[6] ROBUST ESTIMATION OF VARIANCE-COMPONENTS [J]. TECHNOMETRICS, 1986, 28 (01) : 51 - 60

[7] SOLUTION OF SPARSE LINEAR LEAST-SQUARES PROBLEMS USING GIVENS ROTATIONS [J]. LINEAR ALGEBRA AND ITS APPLICATIONS, 1980, 34 (DEC) : 69 - 83

[8] GEORGE A, 1978, CS7830 U WAT DEP COM

[9] GEORGE A, 1981, COMPUTER SOLUTION LA

[10] HARVILLE DA, 1977, J AM STAT ASSOC, V72, P320, DOI 10.2307/2286796

[1] ASYMPTOTICALLY EFFICIENT ESTIMATION OF COVARIANCE MATRICES WITH LINEAR STRUCTURE [J]. ANNALS OF STATISTICS, 1973, 1 (01) : 135 - 141

[2] PROGRAMMING UNIVARIATE AND MULTIVARIATE ANALYSIS OF VARIANCE [J]. TECHNOMETRICS, 1963, 5 (01) : 95 - &

[3] LEAST CHANGE SECANT UPDATES FOR QUASI-NEWTON METHODS [J]. SIAM REVIEW, 1979, 21 (04) : 443 - 459

[4] ALGORITHMS AND DATA-STRUCTURES FOR SPARSE SYMMETRIC GAUSSIAN-ELIMINATION [J]. SIAM JOURNAL ON SCIENTIFIC AND STATISTICAL COMPUTING, 1981, 2 (02): : 225 - 237

[5] EISENSTAT SC, 1981, 112 YAL U DEP COMP S

[6] ROBUST ESTIMATION OF VARIANCE-COMPONENTS [J]. TECHNOMETRICS, 1986, 28 (01) : 51 - 60

[7] SOLUTION OF SPARSE LINEAR LEAST-SQUARES PROBLEMS USING GIVENS ROTATIONS [J]. LINEAR ALGEBRA AND ITS APPLICATIONS, 1980, 34 (DEC) : 69 - 83

[8] GEORGE A, 1978, CS7830 U WAT DEP COM

[9] GEORGE A, 1981, COMPUTER SOLUTION LA

[10] HARVILLE DA, 1977, J AM STAT ASSOC, V72, P320, DOI 10.2307/2286796