Wansbeek, Tom; Kapteyn, Arie - In: Statistics & Probability Letters 1 (1983) 4, pp. 213-215
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...