Minimum variance quadratic unbiased estimation of variance components

Štefan Varga

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Displaying similar documents to “Minimum variance quadratic unbiased estimation of variance components”

Optimal elimination of nuisance parameters in mixed linear models

Lubomír Kubáček (1990)

Mathematica Slovaca

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

Júlia Volaufová (1993)

Qüestiió

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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.

Quadratic estimations in mixed linear models

Štefan Varga (1991)

Applications of Mathematics

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In the paper four types of estimations of the linear function of the variance components are presented for the mixed linear model $𝐘 = 𝐗 β + 𝐞$ with expectation $E (𝐘) = 𝐗 β$ and covariance matrix $D (𝐘) = 0_{1} 𝐕_{1} + . . . + 0_{𝐦} 𝐕_{𝐦}$ .

The Bayes estimator of the variance components and its admissibility

Jaroslav Stuchlý (1990)

Mathematica Slovaca

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