Segregation and intrinsec restrictions on canonic variance components
This paper deals with the estimability of variance components, in mixed models, when the dimension of the commutative algebra, spanned by all possible variance-covariance matrices, is greater than the number of linearly independente unknown variance components. As example we present an application t...
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| Other Authors: | , , |
| Format: | article |
| Language: | eng |
| Published: |
2020
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| Subjects: | |
| Online Access: | http://hdl.handle.net/10400.6/9133 |
| Country: | Portugal |
| Oai: | oai:ubibliorum.ubi.pt:10400.6/9133 |
| Summary: | This paper deals with the estimability of variance components, in mixed models, when the dimension of the commutative algebra, spanned by all possible variance-covariance matrices, is greater than the number of linearly independente unknown variance components. As example we present an application to a random three-factor crossed-model. |
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