Displaying similar documents to “Quotient of information matrices in comparison of linear experiments for quadratic estimation”

On One Estimation Problem

Jelena Bulatović, Alobodanka Janjić (1979)

Publications de l'Institut Mathématique

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Modified minimax quadratic estimation of variance components

Viktor Witkovský (1998)

Kybernetika

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The paper deals with modified minimax quadratic estimation of variance and covariance components under full ellipsoidal restrictions. Based on the, so called, linear approach to estimation variance components, i. e. considering useful local transformation of the original model, we can directly adopt the results from the linear theory. Under normality assumption we can can derive the explicit form of the estimator which is formally find to be the Kuks–Olman type estimator.