BEST LINEAR RECURSIVE ESTIMATION FOR MIXED LINEAR-MODELS

被引：39

作者：

SALLAS, WM ^{[1
]}

HARVILLE, DA ^{[1
]}

机构：

[1] IOWA STATE UNIV SCI & TECHNOL, DEPT STAT, AMES, IA 50011 USA

来源：

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION | 1981年 / 76卷 / 376期

关键词：

D O I：

10.2307/2287581

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

页码：860 / 869

页数：10

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[5]

GRAYBILL FA, 1969, INTRO MATRICES APPLI

[6] MAXIMUM LIKELIHOOD ESTIMATION OF REGRESSION-MODELS WITH AUTOREGRESSIVE-MOVING AVERAGE DISTURBANCES [J].

HARVEY, AC ;

PHILLIPS, GDA .

BIOMETRIKA, 1979, 66 (01) :49-58

[7] EXTENSION OF GAUSS-MARKOV THEOREM TO INCLUDE ESTIMATION OF RANDOM EFFECTS [J].

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ANNALS OF STATISTICS, 1976, 4 (02) :384-395

[8]

HARVILLE DA, 1978, P SOC STAT, P74

[9]

Henderson C. R., 1973, Proceedings of the Animal Breeding and Genetics Symposium in honor of Dr. Jay L. Lush, held July 29, 1972, at Virginia Polytechnic Institute and State University, Blacksburg, Virginia., P10

[10] BEST LINEAR UNBIASED ESTIMATION AND PREDICTION UNDER A SELECTION MODEL [J].

HENDERSON, CR .

BIOMETRICS, 1975, 31 (02) :423-447

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