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Improved nonnegative estimation of variance components in balanced multivariate mixed models - MaRDI portal

Improved nonnegative estimation of variance components in balanced multivariate mixed models (Q1340282)

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scientific article; zbMATH DE number 701307
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English
Improved nonnegative estimation of variance components in balanced multivariate mixed models
scientific article; zbMATH DE number 701307

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    Improved nonnegative estimation of variance components in balanced multivariate mixed models (English)
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    16 February 1995
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    necessary and sufficient conditions
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    balanced models
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    multivariate components of variance
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    mean squared error
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    independent Wishart matrices
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    squared error loss
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    existence
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    uniformly better
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    restricted maximum likelihood estimator
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    unbiased estimator
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    entropy loss
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    bivariate case
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