Geodesic
Bayes unbiased estimation in a model with two variance components
Applications of Mathematics, Tome 32 (1987) no. 2, pp. 120-130.

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In the paper an explicit expression for the Bayes invariant quadratic unbiased estimate of the linear function of the variance components is presented for the mixed linear model $\bold{t=X\beta+\epsilon}$, $\bold{E(t)=X\beta}$, $\bold{D(t)=0_1U_1+0_2U_2}$ with the unknown variance componets in the normal case. The matrices $\bold{U_1}$, $\bold{U_2}$ may be singular. Applications to two examples of the analysis of variance are given.
DOI : 10.21136/AM.1987.104241
Classification : 62C15, 62F15, 62J10, 62J99
Keywords: risk function; explicit expression; Bayes invariant quadratic unbiased estimate; linear function of the variance components; mixed linar model; normal case 
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     author = {Stuchl\'y, Jaroslav},
     title = {Bayes unbiased estimation in a model with two variance components},
     journal = {Applications of Mathematics},
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     zbl = {0625.62019},
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     url = {http://geodesic.mathdoc.fr/articles/10.21136/AM.1987.104241/}
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Stuchlý, Jaroslav. Bayes unbiased estimation in a model with two variance components. Applications of Mathematics, Tome 32 (1987) no. 2, pp. 120-130. doi : 10.21136/AM.1987.104241. http://geodesic.mathdoc.fr/articles/10.21136/AM.1987.104241/

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