A copy of this work was available on the public web and has been preserved in the Wayback Machine. The capture dates from 2018; you can also visit the original URL.
The file type is application/pdf
.
Restricted maximum likelihood estimation of covariances in sparse linear models
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