Quadratic estimations in mixed linear models Štefan Varga (1991) Applications of Mathematics 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 .