|
| << vorige | volgende >> |
Tijdschrift beschrijving
Alle jaargangen van het bijbehorende tijdschrift
Alle afleveringen van het bijbehorende jaargang
Alle artikelen van de bijbehorende aflevering
Details van artikel 12 van 14 gevonden artikelen
| Titel: |
Sparse matrices, and the estimation of variance components by likelihood methods |
| Auteur: |
Fellner, William H. |
| Verschenen in: |
Communications in statistics |
| Paginering: | Jaargang 16 (1987) nr. 2 pagina's 439-463 |
| Jaar: |
1987 |
| Inhoud: |
It is generally considered that analysis of variance by maximum likelihood or its variants is computationally impractical, despite existing techniques for reducing computational effect per iteration and for reducing the number of iterations to convergence. This paper shows thata major reduction in the overall computational effort can be achieved through the use of sparse-matrix algorithms that take advantage of the factorial designs that characterize most applications of large analysis-of-variance problems. In this paper, an algebraic structure for factorial designsis developed. Through this structure, it is shown that the required computations can be arranged so that sparse-matrix methods result in greatly reduced storage and time requirements. |
| Uitgever: |
Taylor & Francis |
| Bronbestand: |
Elektronische Wetenschappelijke Tijdschriften |
Details van artikel 12 van 14 gevonden artikelen
| << vorige | volgende >> |