Restricted maximum likelihood to estimate variance components for animal models with several random effects using a derivative-free algorithm
- Location
-
Deutsche Nationalbibliothek Frankfurt am Main
- ISSN
-
1297-9686
- Extent
-
Online-Ressource
- Language
-
Englisch
- Notes
-
online resource.
- Bibliographic citation
-
Restricted maximum likelihood to estimate variance components for animal models with several random effects using a derivative-free algorithm ; volume:21 ; number:3 ; day:15 ; month:11 ; year:1989 ; pages:1-24 ; date:9.1989
Genetics, selection, evolution ; 21, Heft 3 (15.11.1989), 1-24, 9.1989
- Creator
-
Meyer, K.
- Contributor
-
SpringerLink (Online service)
- DOI
-
10.1186/1297-9686-21-3-317
- URN
-
urn:nbn:de:1111-2016032455749
- Rights
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Last update
-
14.08.2025, 10:47 AM CEST
Data provider
This object is provided by:
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Associated
- Meyer, K.
- SpringerLink (Online service)
Other Objects (12)
Restricted Maximum Likelihood to estimate variance components for mixed models with two random factors
Approximate restricted maximum likelihood and approximate prediction error variance of the Mendelian sampling effect
Restricted maximum likelihood estimation for animal models using derivatives of the likelihood
Discounted-likelihood valuation of variance and volatility swaps
Computation of all eigenvalues of matrices used in restricted maximum likelihood estimation of variance components using sparse matrix techniques
Restricted Empirical Likelihood Estimation for Time Series Autoregressive Models
Restricted maximum likelihood estimation of covariances in sparse linear models
A Monte-Carlo algorithm for maximum likelihood estimation of variance components
An optimal variance estimate in stochastic homogenization of discrete elliptic equations
Pseudo-variance quasi-maximum likelihood estimation of semi-parametric time series models
Restricted maximum likelihood estimation of genetic principal components and smoothed covariance matrices
Reducing computational demands of restricted maximum likelihood estimation with genomic relationship matrices
Restricted Maximum Likelihood to estimate variance components for mixed models with two random factors
Approximate restricted maximum likelihood and approximate prediction error variance of the Mendelian sampling effect
Restricted maximum likelihood estimation for animal models using derivatives of the likelihood
Discounted-likelihood valuation of variance and volatility swaps
Computation of all eigenvalues of matrices used in restricted maximum likelihood estimation of variance components using sparse matrix techniques
Restricted Empirical Likelihood Estimation for Time Series Autoregressive Models
Restricted maximum likelihood estimation of covariances in sparse linear models
A Monte-Carlo algorithm for maximum likelihood estimation of variance components
An optimal variance estimate in stochastic homogenization of discrete elliptic equations
Pseudo-variance quasi-maximum likelihood estimation of semi-parametric time series models
Restricted maximum likelihood estimation of genetic principal components and smoothed covariance matrices
Reducing computational demands of restricted maximum likelihood estimation with genomic relationship matrices
Restricted Maximum Likelihood to estimate variance components for mixed models with two random factors
Approximate restricted maximum likelihood and approximate prediction error variance of the Mendelian sampling effect
Restricted maximum likelihood estimation for animal models using derivatives of the likelihood
Discounted-likelihood valuation of variance and volatility swaps
Computation of all eigenvalues of matrices used in restricted maximum likelihood estimation of variance components using sparse matrix techniques
Restricted Empirical Likelihood Estimation for Time Series Autoregressive Models
Restricted maximum likelihood estimation of covariances in sparse linear models
A Monte-Carlo algorithm for maximum likelihood estimation of variance components
An optimal variance estimate in stochastic homogenization of discrete elliptic equations
Pseudo-variance quasi-maximum likelihood estimation of semi-parametric time series models
Restricted maximum likelihood estimation of genetic principal components and smoothed covariance matrices