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Reconsidering the asymptotic null distribution of likelihood ratio tests for genetic linkage in multivariate variance components models
asymptotic null distribution likelihood ratio test mixing probabilities multivariate linkage
2010/4/30
Accurate knowledge of the null distribution of hypothesis tests is important for valid application of the tests. In previous papers and software, the asymptotic null distribution of likelihood ratio t...
A Multivariate Variance Components Model for Analysis of Covariance in Designed Experiments
Adjusted mean blocking factor conditionalmodel orthogonal design randomized blocks design.itute of Mathematical Statistics
2010/3/9
Traditional methods for covariate adjustment of treatment
means in designed experiments are inherently conditional on the ob-
served covariate values. In order to develop a coherent general method-
...
Estimating functions of variance components is
considered. The problem is to find an estimator, the variance of
which changes as little as possible when the kurtosis of the
underlying distribution ...
Admissibility of limits of the unique locally best linear estimators with application to variance components models
Admissibility of limits the unique locally best linear estimators
2009/9/23
The paper gives a sufkient condition for the limit of
a sequence of the unique best linear estimators to be admissible. For
commutative variance components models a complete characterization
of hrn...
Variance components admissible estimation from some unbalanced data: formulae for the nested design (1)
Variance components admissible estimation unbalanced data
2009/9/23
Variance components admissible estimation from some unbalanced data: formulae for the nested design (1)。
The minimal complete class for the vector of variance components
The minimal complete class the vector of variance components
2009/9/23
The minimal complete class for the vector of variance components。
Admissible estimators of variance components in normal mixed models
Admissible estimators variance components normal mixed models
2009/9/23
A sulficient condition for an invariant quadratic
estimator of a linear function of the vector of variance components to
be admissible under the mean square &or among all translation
invariant esti...
A Default Conjugate Prior for Variance Components in Generalized Linear Mixed Models(Comment on Article by Browne and Draper)
Choice of prior hierarchical models noninformative priors random effects
2009/9/21
For a scalar random-eect variance, Browne and Draper (2005) have found that the uniform prior works well. It would be valuable to know more about the vector case, in which a second-stage prior on the ...