Nonnegativity of admissible invariant quadratic estimates in mixed linear models with two variance components

DOI10.1016/0378-3758(85)90073-4zbMath0572.62057OpenAlexW2026579999MaRDI QIDQ1062395

Jürgen Kleffe, Stanisław Gnot, Roman Zmyślony

Publication date: 1985

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-3758(85)90073-4

zbMATH Keywords

Linear modelsexistence of admissible nonnegative definite quadratic estimatorstwo variance componentsunbalanced one-way random model

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Linear inference, regression (62J99) Analysis of variance and covariance (ANOVA) (62J10) Admissibility in statistical decision theory (62C15)

Related Items

On minimum biased quadratic estimators, Consistent nonnegative estimates of variance components, Least squares and generalized least squares in models with orthogonal block structure, Linear and quadratic Estimation from Inter- and Intra-Elock Sources of Information, Nonnegative estimation of variance components in unbalanced mixed models with two variance components, Nonnegative minimum biased quadratic estimation in mixed linear models, Tests Based on Admissible Estimators in Two Variance Components Models

Cites Work

• Unnamed Item
• On the existence of unbiased nonnegative estimates of variance covariance components
• Nonnegative minimum biased invariant estimation in variance component models
• Invariant quadratic unbiased estimation for two variance components
• Quadratic estimation in mixed linear models with two variance components
• Mean Square Error Comparison for MINQUE, ANOVA and Two Alternative Estimators Under the Unbalanced One‐Way Random Model
• Linear models and convex geometry: aspects of non-negative variance estimation¹
• Estimating Heteroscedastic Variances in Linear Models
• Best Unbiased Estimators for Variance Components with Application to the Unbalanced one-way Classification
• Three modifications of the principle of the minque
• Invariant Quadratic Estimators in the Random, One-Way ANOVA Model