A note on spectral decomposition and maximum likelihood estimation in models with balanced data
A 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.
Volume (Year): 1 (1983)
Issue (Month): 4 (June)
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