A two-way analysis of variance model with correlated errors in one classification is discussed. It is assumed that the p measurements in each row have a general covariance matrix Σ. The maximum ...
The Annals of Mathematical Statistics, Vol. 27, No. 3 (Sep., 1956), pp. 737-748 (12 pages) The sampling variance of the least squares estimates of the components of variance in an unbalanced ...
Letting C i be the ith lagged sample covariance of x t, and neglecting end effects, the matrix S 0 is For the computation of S 0, the infinite sum is truncated at the value of the KLAG= option. The ...
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