Inference in normal models with commutative orthogonal block structure
Miguel Fonseca, João Tiago Mexia, Roman Zmyślony · Acta et Commentationes Universitatis Tartuensis de Mathematica · 2008
Linear mixed normal models are studied in this paper. Using commutative Jordan algebras, the algebraic properties of these models are studied, as well as optimal estimators, hypothesis tests and confidence regions for fixed and random effects. Model crossing andnesting is then presented and analyzed.