Displaying similar documents to “Note on the estimation of parameters of the mean and the variance in n -stage linear models”

Estimation of variance components in mixed linear models

Júlia Volaufová, Viktor Witkovský (1992)

Applications of Mathematics

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The MINQUE of the linear function ∫ ' ϑ of the unknown variance-components parameter ϑ in mixed linear model under linear restrictions of the type 𝐑 ϑ = c is defined and derived. As an illustration of this estimator the example of the one-way classification model with the restrictions ϑ 1 = k ϑ 2 , where k ≥ 0 , is given.

Estimation of parameters of mean and variance in two-stage linear models

Júlia Volaufová (1987)

Aplikace matematiky

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The paper deals with the estimation of unknown vector parameter of mean and scalar parameters of variance as well in two-stage linear model, which is a special type of mixed linear model. The necessary and sufficient condition for the existence of uniformly best unbiased estimator of parameter of means is given. The explicite formulas for these estimators and for the estimators of the parameters of variance as well are derived.