Estimation of variance components in mixed linear models

Volaufová, Júlia, and Witkovský, Viktor. "Estimation of variance components in mixed linear models." Applications of Mathematics 37.2 (1992): 139-148. <http://eudml.org/doc/15705>.

@article{Volaufová1992,
abstract = {The MINQUE of the linear function $\int ^\{\prime \}\vartheta $ of the unknown variance-components parameter $\vartheta $ in mixed linear model under linear restrictions of the type $\mathbf \{R\}\vartheta = c$ 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 $k \ge 0$, is given.},
author = {Volaufová, Júlia, Witkovský, Viktor},
journal = {Applications of Mathematics},
keywords = {minimum invariant quadratic estimators; MINQUE; mixed linear model; linear restrictions; one-way classification model; minimum invariant quadratic estimators; MINQUE; mixed linear model; linear restrictions; one-way classification model},
language = {eng},
number = {2},
pages = {139-148},
publisher = {Institute of Mathematics, Academy of Sciences of the Czech Republic},
title = {Estimation of variance components in mixed linear models},
url = {http://eudml.org/doc/15705},
volume = {37},
year = {1992},
}

TY - JOUR
AU - Volaufová, Júlia
AU - Witkovský, Viktor
TI - Estimation of variance components in mixed linear models
JO - Applications of Mathematics
PY - 1992
PB - Institute of Mathematics, Academy of Sciences of the Czech Republic
VL - 37
IS - 2
SP - 139
EP - 148
AB - The MINQUE of the linear function $\int ^{\prime }\vartheta $ of the unknown variance-components parameter $\vartheta $ in mixed linear model under linear restrictions of the type $\mathbf {R}\vartheta = c$ 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 $k \ge 0$, is given.
LA - eng
KW - minimum invariant quadratic estimators; MINQUE; mixed linear model; linear restrictions; one-way classification model; minimum invariant quadratic estimators; MINQUE; mixed linear model; linear restrictions; one-way classification model
UR - http://eudml.org/doc/15705
ER -