A note on spectral decomposition and maximum likelihood estimation in models with balanced data
AbstractA simple derivation of the spectral decomposition of the covariance matrix for a general multi-way variance components model is presented. So-called balanced data are assumed to be available. Spectral decomposition is exploited to derive the information matrix and the first-order conditions for the maximum likelihood estimation of the variance components parameters.
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Bibliographic InfoArticle provided by Elsevier in its journal Statistics & Probability Letters.
Volume (Year): 1 (1983)
Issue (Month): 4 (June)
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Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description
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