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The Bayes estimator of the variance components and its admissibility

Jaroslav Stuchlý — 1990

Mathematica Slovaca

Estimation of the variance components in the linear regression model

Jaroslav Stuchlý — 1993

Mathematica Slovaca

Bayes unbiased estimation in a model with three variance components

Jaroslav Stuchlý — 1989

Aplikace matematiky

In the paper necessary and sufficient conditions for the existence and an explicit expression for the Bayes invariant quadratic unbiased estimate of the linear function of the variance components are presented for the mixed linear model $𝐭 = 𝐗 β + ϵ$ , $𝐄 (𝐭) = 𝐗 β$ , $𝐕𝐚𝐫 (𝐭) = 0_{1} 𝐔_{1} + 0_{2} 𝐔_{2} + 0_{3} 𝐔_{3}$ , with three unknown variance components in the normal case. An application to some examples from the analysis of variance is given.

Bayes unbiased estimation in a model with two variance components

Jaroslav Stuchlý — 1987

Aplikace matematiky

In the paper an explicit expression for the Bayes invariant quadratic unbiased estimate of the linear function of the variance components is presented for the mixed linear model $𝐭 = 𝐗 β + ϵ$ , $𝐄 (𝐭) = 𝐗 β$ , $𝐃 (𝐭) = 0_{1} 𝐔_{1} + 0_{2} 𝐔_{2}$ with the unknown variance componets in the normal case. The matrices $𝐔_{1}$ , $𝐔_{2}$ may be singular. Applications to two examples of the analysis of variance are given.

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Currently displaying 1 – 4 of 4

The Bayes estimator of the variance components and its admissibility

Estimation of the variance components in the linear regression model

Bayes unbiased estimation in a model with three variance components

Bayes unbiased estimation in a model with two variance components