Estimation of variance components in mixed linear models
Applications of Mathematics, Tome 37 (1992) no. 2, pp. 139-148

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

MR Zbl
The MINQUE of the linear function $\int'\vartheta$ of the unknown variance-components parameter $\vartheta$ in mixed linear model under linear restrictions of the type $\bold R\vartheta = c$ is defined and derived. As an illustration of this estimator the example of the one-way classification model with the restrictions $\vartheta_1 = k\vartheta_2$, where $k \geq 0$, is given.
The MINQUE of the linear function $\int'\vartheta$ of the unknown variance-components parameter $\vartheta$ in mixed linear model under linear restrictions of the type $\bold R\vartheta = c$ is defined and derived. As an illustration of this estimator the example of the one-way classification model with the restrictions $\vartheta_1 = k\vartheta_2$, where $k \geq 0$, is given.
DOI : 10.21136/AM.1992.104497
Classification : 62F10, 62J05, 62J10
Keywords: minimum invariant quadratic estimators; MINQUE; mixed linear model; linear restrictions; one-way classification model
Volaufová, Júlia; Witkovský, Viktor. Estimation of variance components in mixed linear models. Applications of Mathematics, Tome 37 (1992) no. 2, pp. 139-148. doi: 10.21136/AM.1992.104497
@article{10_21136_AM_1992_104497,
     author = {Volaufov\'a, J\'ulia and Witkovsk\'y, Viktor},
     title = {Estimation of variance components in mixed linear models},
     journal = {Applications of Mathematics},
     pages = {139--148},
     year = {1992},
     volume = {37},
     number = {2},
     doi = {10.21136/AM.1992.104497},
     mrnumber = {1149163},
     zbl = {0746.62066},
     language = {en},
     url = {http://geodesic.mathdoc.fr/articles/10.21136/AM.1992.104497/}
}
TY  - JOUR
AU  - Volaufová, Júlia
AU  - Witkovský, Viktor
TI  - Estimation of variance components in mixed linear models
JO  - Applications of Mathematics
PY  - 1992
SP  - 139
EP  - 148
VL  - 37
IS  - 2
UR  - http://geodesic.mathdoc.fr/articles/10.21136/AM.1992.104497/
DO  - 10.21136/AM.1992.104497
LA  - en
ID  - 10_21136_AM_1992_104497
ER  - 
%0 Journal Article
%A Volaufová, Júlia
%A Witkovský, Viktor
%T Estimation of variance components in mixed linear models
%J Applications of Mathematics
%D 1992
%P 139-148
%V 37
%N 2
%U http://geodesic.mathdoc.fr/articles/10.21136/AM.1992.104497/
%R 10.21136/AM.1992.104497
%G en
%F 10_21136_AM_1992_104497

[1] C. R. Rao: Estimation of variance and covariance components - MINQUE theory. Journal of Multivariate Analysis 1 (1971), 267-275. | MR | Zbl

[2] C. R. Rao, J. Kleffe: Estimation of Variance Components and Applications. volume 3 of Statistics and probability, North-Holland, Amsterdam, New York, Oxford, Tokyo, 1988, first edition. | MR | Zbl

[3] C. R. Rao, S. K. Mitra: Generalized Inverse of Matrices and Its Applications. John Wiley & Sons, New York, London, Sydney, Toronto, 1971, first edition. | MR | Zbl

[4] J. Seely: Linear spaces and unbiased estimation. Ann. Math. Stat. 41 (1970), 1725-1734. | DOI | MR | Zbl

[5] L. R. Verdooren: Practical aspects of variance component estimation. invited lecture for the 4th International Summer School on Problems of Model Choice and Parameter Estimation in Regression Analysis Mülhausen, GDR, May 1979.

[6] G. Zyskind: On canonical forms, negative covariance matrices and best and simple least square estimator in linear models. Ann. Math. Stat. 38 (1967), 1092-1110. | DOI | MR

Cité par Sources :