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Cited by 354

The DOI matches its Crossref record; 9 of the 9 references it cites were found in a registry or an index.

Estimation of Variance and Covariance Components in Linear Models

Rao, C. Radhakrishna·1972·Journal of the American Statistical Association

Abstract

We write a linear model in the form , where is an unknown parameter and ξ is a hypothetical random variable with a given dispersion structure but containing unknown parameters called variance and covariance components. A new method of estimation called MINQUE (Minimum Norm Quadratic Unbiased Estimation) developed in a previous article [5] is extended for the estimation of variance and covariance components.

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Metadata

Authors
Rao, C. R.
Venue
Journal of the American Statistical Association
Published
1972-03
Volume
67
Issue
337
Pages
112-115
ISSN
  • 0162-1459 (ISSN-L)
  • 1537-274X
OpenAlex
W2000486953
Cited by
354
References
9
FWCI
11.83
Type
journal article
Language
en
Open access
closed

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CoChat. (2026). Citation check: Estimation of Variance and Covariance Components in Linear Models. https://app.cochat.ai/papers/10.1080/01621459.1972.10481212
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Rao, C. R. (1972). Estimation of Variance and Covariance Components in Linear Models. Journal of the American Statistical Association. https://doi.org/10.1080/01621459.1972.10481212

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Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).

Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.