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Least Squares Estimation of Covariance Matrices in Balanced Multivariate Variance Components Models

Least Squares Estimation of Covariance Matrices in Balanced Multivariate Variance Components Models

James A. Calvin and Richard L. Dykstra
  • 期刊名称Journal of the American Statistical Association
  • 作者James A. Calvin and Richard L. Dykstra
  • 卷第86卷
  • 期第414期
  • 印刷ISSN0162-1459
  • 文件大小1342.86KB
  • 发表时间1991-06
  • DOI10.2307/2290582
  • 页码388-395
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