Abstract
A convenient representation of the covariance matrix for a general $k$-level random, nested AOV model is obtained, as well as an expression for its inverse and determinant.
Citation
Lynn Roy LaMotte. "Notes on the Covariance Matrix of a Random, Nested Anova Model." Ann. Math. Statist. 43 (2) 659 - 662, April, 1972. https://doi.org/10.1214/aoms/1177692648
Information
Published: April, 1972
First available in Project Euclid: 27 April 2007
zbMATH: 0261.62053
Digital Object Identifier: 10.1214/aoms/1177692648
Rights: Copyright © 1972 Institute of Mathematical Statistics
