Restricted maximum likelihood estimation of covariances in sparse linear models

Arnold Neumaier, Eildert Groeneveld
1998 Genetics Selection Evolution  
This paper discusses the restricted maximum likelihood (REML) approach for the estimation of covariance matrices in linear stochastic models, as implemented in the current version of the VCE package for covariance component estimation in large animal breeding models. The main features are: 1) the representation of the equations in an augmented form that simplifies the implementation; 2) the parametrization of the
doi:10.1051/gse:19980101 fatcat:cqknkbznx5ezdbw7r4kcgmfx3u