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Variance of Plug-in Estimators in Multivariate Regression Models
Acta Universitatis Palackianae Olomucensis. Facultas Rerum Naturalium. Mathematica, Tome 52 (2013) no. 2, pp. 85-97

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Variance components in regression models are usually unknown. They must be estimated and it leads to a construction of plug–in estimators of the parameters of the mean value of the observation matrix. Uncertainty of the estimators of the variance components enlarge the variances of the plug–in estimators. The aim of the paper is to find this enlargement.
Variance components in regression models are usually unknown. They must be estimated and it leads to a construction of plug–in estimators of the parameters of the mean value of the observation matrix. Uncertainty of the estimators of the variance components enlarge the variances of the plug–in estimators. The aim of the paper is to find this enlargement.
Classification : 62H12, 62J05
Keywords: variance components; plug-in estimator; multivariate models 
Kubáček, Lubomír; Vrbková, Jana. Variance of Plug-in Estimators in Multivariate Regression Models. Acta Universitatis Palackianae Olomucensis. Facultas Rerum Naturalium. Mathematica, Tome 52 (2013) no. 2, pp. 85-97. http://geodesic.mathdoc.fr/item/AUPO_2013_52_2_a7/
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[2] Kubáček, L.: Multivariate Statistical Models Revisited. Vyd. University Palackého, Olomouc, 2008.

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[4] Rao, C. R., Kleffe, J.: Estimation of Variance Components and Applications. North–Holland, Amsterdam–New York–Oxford–Tokyo, 1988. | MR | Zbl