[R-sig-ME] Estimating large variance-covariance matrices

[Murray Jorgensen]

I'm wondering if a mixed model approach would be useful for estimating 
large variance-covariance matrices from a modest number of observations. 
Does anyone have any references on this?

Cheers,  Murray Jorgensen
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Dr Murray Jorgensen      http://www.stats.waikato.ac.nz/Staff/maj.html
Department of Statistics, University of Waikato, Hamilton, New Zealand
Email: maj at waikato.ac.nz  majorgensen at ihug.co.nz        Fax 7 838 4155
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