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Displaying similar documents to “Optimal elimination of nuisance parameters in mixed linear models”

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 .