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Asymptotic Properties of an Estimate of the Prediction Error Variance

✍ Scribed by Hong-Zhi, An


Book ID
115209346
Publisher
Wiley (Blackwell Publishing)
Year
1981
Tongue
English
Weight
403 KB
Volume
23
Category
Article
ISSN
0004-9581

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Asymptotic Properties of the Estimators
✍ S. Remadi; Y. Amemiya πŸ“‚ Article πŸ“… 1994 πŸ› Elsevier Science 🌐 English βš– 736 KB

Estimation of the covariance matrices in the multivariate balanced one-way random effect model is discussed. The rank of the between-group covariance matrix plays a large role in model building as well as in assessing asymptotic properties of the estimated covariance matrices. The restricted (residu