Inference in normal models with commutative orthogonal block structure

Authors

  • Miguel Fonseca New University of Lisbon
  • João Tiago Mexia New University of Lisbon
  • Roman Zmyślony University of Zielona Góra - Podgórna

DOI:

https://doi.org/10.12697/ACUTM.2008.12.01

Keywords:

linear mixed models, commutative Jordan algebra, hypothesis test, variance components, commutative orthogonal block structure

Abstract

Linear mixed normal models are studied in this paper. Using commutative Jordan algebras, the algebraic properties of these models are studied, as well as optimal estimators, hypothesis tests and confidence regions for fixed and random effects. Model crossing and
nesting is then presented and analyzed.

Downloads

Download data is not yet available.

Author Biographies

Miguel Fonseca, New University of Lisbon

Department of Mathematics

João Tiago Mexia, New University of Lisbon

Department of Mathematics

Roman Zmyślony, University of Zielona Góra - Podgórna

Faculty of Mathematics, Computer Science and Econometrics

Downloads

Published

2008-12-31

Issue

Section

Articles