Bayesian and generalized confidence intervals on variance ratio and on the variance component in mixed linear models

Andrzej Michalski

Displaying similar documents to “Bayesian and generalized confidence intervals on variance ratio and on the variance component in mixed linear models”

Bayes unbiased estimators of parameters of linear trend with autoregressive errors

František Štulajter (1987)

Aplikace matematiky

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The method of least wquares is usually used in a linear regression model $𝐘 = 𝐗 β + ϵ$ for estimating unknown parameters $β$ . The case when $ϵ$ is an autoregressive process of the first order and the matrix $𝐗$ corresponds to a linear trend is studied and the Bayes approach is used for estimating the parameters $β$ . Unbiased Bayes estimators are derived for the case of a small number of observations. These estimators are compared with the locally best unbiased ones and with the usual least squares estimators. ...

On some properties of ML and REML estimators in mixed normal models with two variance components

Stanisław Gnot, Andrzej Michalski, Agnieszka Urbańska-Motyka (2004)

Discussiones Mathematicae Probability and Statistics

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In the paper, the problem of estimation of variance components σ₁² and σ₂² by using the ML-method and REML-method in a normal mixed linear model 𝒩 {Y,E(Y) = Xβ, Cov(Y) = σ₁²V + σ₂²Iₙ} is considered. This paper deal with properties of estimators of variance components, particularly when an explicit form of these estimators is unknown. The conditions when the ML and REML estimators can be expressed in explicit forms are given, too. The simulation study for one-way classification unbalanced...

Estimation of a quadratic function of the parameter of the mean in a linear model

Júlia Volaufová, Peter Volauf (1989)

Aplikace matematiky

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The paper deals with an optimal estimation of the quadratic function $β^{'} 𝐃 β$ , where $β \in ℛ^{k}, 𝐃$ is a known $k \times k$ matrix, in the model $𝐘, 𝐗 β, σ^{2} 𝐈$ . The distribution of $𝐘$ is assumed to be symmetric and to have a finite fourth moment. An explicit form of the best unbiased estimator is given for a special case of the matrix $𝐗$ .

Best unbiased estimates for parameters of three-level multivariate data with doubly exchangeable covariance structure and structured mean vector

Arkadiusz Kozioł (2016)

Discussiones Mathematicae Probability and Statistics

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In this article author obtain the best unbiased estimators of doubly exchangeable covariance structure. For this purpose the coordinate free-coordinate approach is used. Considered covariance structure consist of three unstructured covariance matrices for three-level $m -$ variate observations with equal mean vector over v points in time and u sites under the assumption of multivariate normality. To prove, that the estimators are best unbiased, complete statistics are used. Additionally,...

An alternative analysis of variance.

Nicholas T. Longford (2008)

SORT

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The one-way analysis of variance is a staple of elementary statistics courses. The hypothesis test of homogeneity of the means encourages the use of the selected-model based estimators which are usually assessed without any regard for the uncertainty about the outcome of the test. We expose the weaknesses of such estimators when the uncertainty is taken into account, as it should be, and propose synthetic estimators as an alternative.

Locally and uniformly best estimators in replicated regression model

Júlia Volaufová, Lubomír Kubáček (1983)

Aplikace matematiky

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The aim of the paper is to estimate a function $γ = t r (D β β^{'}) + t r (C \sum)$ (with $d, C$ known matrices) in a regression model $(Y, X β, \sum)$ with an unknown parameter $β$ and covariance matrix $\sum$ . Stochastically independent replications $Y_{1}, ..., Y_{m}$ of the stochastic vector $Y$ are considered, where the estimators of $X β$ and $\sum$ are $\bar{Y} = \frac{1}{m} \sum_{i = 1}^{m} Y_{i}$ and $\sum^{^} = {(m - 1)}^{- 1} \sum_{i = 1}^{m} (Y_{i} - \bar{Y}) {(Y_{i} - \bar{Y})}^{'}$ , respectively. Locally and uniformly best inbiased estimators of the function $γ$ , based on $\bar{Y}$ and $\sum^{^}$ , are given.

The problem of determining estimators for the different structural parameters in the case of the credibility results for weighted contracts.

Atanasia, Virginia (2006)

Analele Ştiinţifice ale Universităţii “Ovidius" Constanţa. Seria: Matematică

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On unbiased Lehmann-estimators of a variance of an exponential distribution with quadratic loss function.

Jadwiga Kicinska-Slaby (1982)

Trabajos de Estadística e Investigación Operativa

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Lehmann in [4] has generalised the notion of the unbiased estimator with respect to the assumed loss function. In [5] Singh considered admissible estimators of function λ^-r of unknown parameter λ of gamma distribution with density f(x|λ, b) = λ^b-1 e^-λx x^b-1 / Γ(b), x>0, where b is a known parameter, for loss function L(λ ^-r, λ^-r...

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.