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A note on spectral decomposition and maximum likelihood estimation in models with balanced data

A simple derivation of the spectral decomposition of the covariance matrix for a general multi-way variance components model is presented. So-called balanced data are assumed to be available. Spectral decomposition is exploited to derive the information matrix and the first-order conditions for the maximum likelihood estimation of the variance components parameters.
Year of publication:
1983
Authors: Wansbeek, Tom ; Kapteyn, Arie
Published in:
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 1.1983, 4, p. 213-215
Publisher: Elsevier
Subject: ANOVA spectral decomposition
Type of publication: Article
Source:
Persistent link: https://www.econbiz.de/10005314034
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