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Volumn 73, Issue 1-2, 1998, Pages 373-389

Sufficient conditions for orthogonal designs in mixed linear models

Author keywords

62J10; 62K99; Commutative quadratic subspace; Mixed linear model; Orthogonal block structure; Orthogonal design

Indexed keywords


EID: 0009289553     PISSN: 03783758     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0378-3758(98)00071-8     Document Type: Article
Times cited : (27)

References (14)
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    • Houtman, A.M.1    Speed, T.P.2
  • 3
    • 0001869682 scopus 로고
    • When are Gauss-Markov and least squares estimators identical?
    • Kruskal W. When are Gauss-Markov and least squares estimators identical? Ann. Math. Statist. 39:1968;70-75.
    • (1968) Ann. Math. Statist. , vol.39 , pp. 70-75
    • Kruskal, W.1
  • 5
    • 0001234954 scopus 로고
    • The analysis of randomized experiments with orthogonal block structure, I. Block structure and the null analysis of variance
    • Nelder, J.A., 1965a. The analysis of randomized experiments with orthogonal block structure, I. Block structure and the null analysis of variance. Proc. Roy. Soc. (London) Ser. A 273, 147-162.
    • (1965) Proc. Roy. Soc. (London) Ser. a , vol.273 , pp. 147-162
    • Nelder, J.A.1
  • 6
    • 0001234954 scopus 로고
    • The analysis of randomized experiments with orthogonal block structure, II. Treatment structure and the general analysis of variance
    • Nelder, J.A., 1965b. The analysis of randomized experiments with orthogonal block structure, II. Treatment structure and the general analysis of variance. Proc. Roy. Soc. (London) Ser. A 273, 163-178.
    • (1965) Proc. Roy. Soc. (London) Ser. a , vol.273 , pp. 163-178
    • Nelder, J.A.1
  • 7
    • 0000544111 scopus 로고
    • Least squares theory using an estimated dispersion matrix and its applications to measurement of signals
    • Rao C.R. Least squares theory using an estimated dispersion matrix and its applications to measurement of signals. Proc. Fifth Berkeley Symp. Math. Statist. 1:1967;355-372.
    • (1967) Proc. Fifth Berkeley Symp. Math. Statist. , vol.1 , pp. 355-372
    • Rao, C.R.1
  • 9
    • 0001536824 scopus 로고
    • Quadratic subspaces and completeness
    • Seely J. Quadratic subspaces and completeness. Ann. Math. Statist. 42:1971;710-721.
    • (1971) Ann. Math. Statist. , vol.42 , pp. 710-721
    • Seely, J.1
  • 10
    • 0009303890 scopus 로고
    • Completeness for a family of multivariate normal distributions
    • Seely J. Completeness for a family of multivariate normal distributions. Ann. Math. Statist. 43:1972;1644-1647.
    • (1972) Ann. Math. Statist. , vol.43 , pp. 1644-1647
    • Seely, J.1
  • 11
    • 0000157708 scopus 로고
    • Minimal sufficient statistics and completeness for multivariate normal families
    • Seely J. Minimal sufficient statistics and completeness for multivariate normal families. Sankhy. ā A 39:1977;170-185.
    • (1977) Sankhy ā a , vol.39 , pp. 170-185
    • Seely, J.1
  • 12
    • 0000378370 scopus 로고
    • What is an analysis of variance? (with discussion)
    • Speed T.P. What is an analysis of variance? (with discussion). Ann. Statist. 15:1987;885-941.
    • (1987) Ann. Statist. , vol.15 , pp. 885-941
    • Speed, T.P.1
  • 14
    • 0001011572 scopus 로고
    • On canonical forms, non-negative covariance matrices and best and simple least squares linear estimators in linear models
    • Zyskind G. On canonical forms, non-negative covariance matrices and best and simple least squares linear estimators in linear models. Ann. Math. Statist. 38:1967;1092-1109.
    • (1967) Ann. Math. Statist. , vol.38 , pp. 1092-1109
    • Zyskind, G.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.