Hsu's theorem in variance component models

Hilmar Drygas

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Displaying similar documents to “Hsu's theorem in variance component models”

Quadratic unbiased estimation of nonstandard parametric functions

Czesław Stępniak (1998)

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Minque of variance components in replicated and multivariate linear model with linear restrictions.

Júlia Volaufová (1993)

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The Minimum Norm Quadratic Unbiased Invariant Estimator of the estimable linear function of the unknown variance-covariance component parameter θ in the linear model with given linear restrictions of the type Rθ = c is derived in two special structures: replicated and growth-curve model.

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 $\int^{'} ϑ$ 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 $k \geq 0$ , is given.

Optimal elimination of nuisance parameters in mixed linear models

Lubomír Kubáček (1990)

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Estimation of the variance components in the linear regression model

Jaroslav Stuchlý (1993)

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