Geodesic
Modified minimax quadratic estimation of variance components
Kybernetika, Tome 34 (1998) no. 5, p. [535].

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

The paper deals with modified minimax quadratic estimation of variance and covariance components under full ellipsoidal restrictions. Based on the, so called, linear approach to estimation variance components, i. e. considering useful local transformation of the original model, we can directly adopt the results from the linear theory. Under normality assumption we can can derive the explicit form of the estimator which is formally find to be the Kuks–Olman type estimator.
Classification : 62C20, 62F10, 62F30, 62F35, 62J10
Keywords: ellipsoidal restrictions 
@article{KYB_1998__34_5_a2,
     author = {Witkovsk\'y, Viktor},
     title = {Modified minimax quadratic estimation of variance components},
     journal = {Kybernetika},
     pages = {[535]},
     publisher = {mathdoc},
     volume = {34},
     number = {5},
     year = {1998},
     mrnumber = {1663728},
     zbl = {1274.62477},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/KYB_1998__34_5_a2/}
}
TY  - JOUR
AU  - Witkovský, Viktor
TI  - Modified minimax quadratic estimation of variance components
JO  - Kybernetika
PY  - 1998
SP  - [535]
VL  - 34
IS  - 5
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/KYB_1998__34_5_a2/
LA  - en
ID  - KYB_1998__34_5_a2
ER  - 
%0 Journal Article
%A Witkovský, Viktor
%T Modified minimax quadratic estimation of variance components
%J Kybernetika
%D 1998
%P [535]
%V 34
%N 5
%I mathdoc
%U http://geodesic.mathdoc.fr/item/KYB_1998__34_5_a2/
%G en
%F KYB_1998__34_5_a2
Witkovský, Viktor. Modified minimax quadratic estimation of variance components. Kybernetika, Tome 34 (1998) no. 5, p. [535]. http://geodesic.mathdoc.fr/item/KYB_1998__34_5_a2/