Geodesic
Variance components and nonlinearity
Acta Universitatis Palackianae Olomucensis. Facultas Rerum Naturalium. Mathematica, Tome 45 (2006) no. 1, pp. 89-101.

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Unknown parameters of the covariance matrix (variance components) of the observation vector in regression models are an unpleasant obstacle in a construction of the best estimator of the unknown parameters of the mean value of the observation vector. Estimators of variance componets must be utilized and then it is difficult to obtain the distribution of the estimators of the mean value parameters. The situation is more complicated in the case of nonlinearity of the regression model. The aim of the paper is to contribute to a solution of the mentioned problem.
Classification : 62F10, 62H12, 62J02, 62J05, 62N02
Keywords: variance components; nonlinear regression model; linearization region; insensitiveness region 
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Kubáček, Lubomír; Tesaříková, Eva. Variance components and nonlinearity. Acta Universitatis Palackianae Olomucensis. Facultas Rerum Naturalium. Mathematica, Tome 45 (2006) no. 1, pp. 89-101. http://geodesic.mathdoc.fr/item/AUPO_2006__45_1_a8/