On variance of the two-stage estimator in variance-covariance components model

Volaufová, Júlia. "On variance of the two-stage estimator in variance-covariance components model." Applications of Mathematics 38.1 (1993): 1-9. <http://eudml.org/doc/15731>.

@article{Volaufová1993,
abstract = {The paper deals with a linear model with linear variance-covariance structure, where the linear function of the parameter of expectation is to be estimated. The two-stage estimator is based on the observation of the vector $Y$ and on the invariant quadratic estimator of the variance-covariance components. Under the assumption of symmetry of the distribution and existence of finite moments up to the tenth order, an approach to determining the upper bound for the difference in variances of the estimators is proposed, which uses the estimated covariance matrix instead of the real one.},
author = {Volaufová, Júlia},
journal = {Applications of Mathematics},
keywords = {two-stage estimator; symmetrically distributed estimator; unbiased estimator; linear variance- covariance structure; invariant quadratic estimator of the variance-covariance components; finite moments up to the tenth order; estimated covariance matrix; symmetrically distributed estimator; unbiased estimator; linear variance- covariance structure; two-stage estimator; invariant quadratic estimator of the variance-covariance components; finite moments up to the tenth order; estimated covariance matrix},
language = {eng},
number = {1},
pages = {1-9},
publisher = {Institute of Mathematics, Academy of Sciences of the Czech Republic},
title = {On variance of the two-stage estimator in variance-covariance components model},
url = {http://eudml.org/doc/15731},
volume = {38},
year = {1993},
}

TY - JOUR
AU - Volaufová, Júlia
TI - On variance of the two-stage estimator in variance-covariance components model
JO - Applications of Mathematics
PY - 1993
PB - Institute of Mathematics, Academy of Sciences of the Czech Republic
VL - 38
IS - 1
SP - 1
EP - 9
AB - The paper deals with a linear model with linear variance-covariance structure, where the linear function of the parameter of expectation is to be estimated. The two-stage estimator is based on the observation of the vector $Y$ and on the invariant quadratic estimator of the variance-covariance components. Under the assumption of symmetry of the distribution and existence of finite moments up to the tenth order, an approach to determining the upper bound for the difference in variances of the estimators is proposed, which uses the estimated covariance matrix instead of the real one.
LA - eng
KW - two-stage estimator; symmetrically distributed estimator; unbiased estimator; linear variance- covariance structure; invariant quadratic estimator of the variance-covariance components; finite moments up to the tenth order; estimated covariance matrix; symmetrically distributed estimator; unbiased estimator; linear variance- covariance structure; two-stage estimator; invariant quadratic estimator of the variance-covariance components; finite moments up to the tenth order; estimated covariance matrix
UR - http://eudml.org/doc/15731
ER -