Geodesic
Bayes unbiased estimation in a model with three variance components
Applications of Mathematics, Tome 34 (1989) no. 5, pp. 375-386.

Voir la notice de l'article provenant de la source Czech Digital Mathematics Library

In the paper necessary and sufficient conditions for the existence and an explicit expression for the Bayes invariant quadratic unbiased estimate of the linear function of the variance components are presented for the mixed linear model $\bold{t=X\beta + \epsilon}$, $\bold{E(t)=X\beta}$, $\bold {Var(t)=0_1U_1 + 0_2U_2 + 0_3U_3}$, with three unknown variance components in the normal case. An application to some examples from the analysis of variance is given.
DOI : 10.21136/AM.1989.104365
Classification : 62F15, 62H12, 62J10, 62J99
Keywords: necessary and sufficient conditions for an existence; Bayes invariant quadratic unbiased estimate; linear function of variance components; mixed linear model; three unknown variance components; normal case 
@article{10_21136_AM_1989_104365,
     author = {Stuchl\'y, Jaroslav},
     title = {Bayes unbiased estimation in a model with three variance components},
     journal = {Applications of Mathematics},
     pages = {375--386},
     publisher = {mathdoc},
     volume = {34},
     number = {5},
     year = {1989},
     doi = {10.21136/AM.1989.104365},
     mrnumber = {1014078},
     zbl = {0689.62026},
     language = {en},
     url = {http://geodesic.mathdoc.fr/articles/10.21136/AM.1989.104365/}
}
TY  - JOUR
AU  - Stuchlý, Jaroslav
TI  - Bayes unbiased estimation in a model with three variance components
JO  - Applications of Mathematics
PY  - 1989
SP  - 375
EP  - 386
VL  - 34
IS  - 5
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/articles/10.21136/AM.1989.104365/
DO  - 10.21136/AM.1989.104365
LA  - en
ID  - 10_21136_AM_1989_104365
ER  - 
%0 Journal Article
%A Stuchlý, Jaroslav
%T Bayes unbiased estimation in a model with three variance components
%J Applications of Mathematics
%D 1989
%P 375-386
%V 34
%N 5
%I mathdoc
%U http://geodesic.mathdoc.fr/articles/10.21136/AM.1989.104365/
%R 10.21136/AM.1989.104365
%G en
%F 10_21136_AM_1989_104365
Stuchlý, Jaroslav. Bayes unbiased estimation in a model with three variance components. Applications of Mathematics, Tome 34 (1989) no. 5, pp. 375-386. doi : 10.21136/AM.1989.104365. http://geodesic.mathdoc.fr/articles/10.21136/AM.1989.104365/

Cité par Sources :