A simple way to obtain the spectral decomposition of variance components models for balanced data
- 1 January 1982
- journal article
- research article
- Published by Taylor & Francis in Communications in Statistics - Theory and Methods
- Vol. 11 (18) , 2105-2112
- https://doi.org/10.1080/03610928208828373
Abstract
By means of an example it is shown how eigenvalues and eigenvectors of variance components models can be obtained straightforwardly when balanced data are available. Simple asymptotically efficient estimators of the variance components are presented.Keywords
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