The nonnegative MINQUE estimate (Q1084805)
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scientific article; zbMATH DE number 3980272
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The nonnegative MINQUE estimate |
scientific article; zbMATH DE number 3980272 |
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The nonnegative MINQUE estimate (English)
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1985
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The purpose of this paper is to give a characterization of the nonnegative MINQUE estimate for variance components. A similar characterization has been given by \textit{F. Pukelsheim} [Math. Operationsforsch. Stat., Ser. Stat. 12, 271-286 (1981; Zbl 0488.62051)] but only in some special cases. The proof presented here uses results from convex programming and emphasizes certain geometrical aspects of the nonnegative MINQUE estimate problem.
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minimum norm quadratic unbiased estimator
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characterization
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nonnegative MINQUE estimate
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variance components
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