Jordan algebras and Bayesian quadratic estimation of variance components

DOI10.1016/0024-3795(92)90297-NzbMath0760.62068OpenAlexW2116411414MaRDI QIDQ1189634

Hilmar Drygas, Roman Zmyślony

Publication date: 27 September 1992

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0024-3795(92)90297-n

zbMATH Keywords

Jordan algebralinear functions of variance componentsbalanced mixed linear modelBayesian quadratic estimators of variance componentslocally optimal estimatorsquadratic subspaceuniformly best quadratic unbiased estimators

Mathematics Subject Classification ID

Theory of matrix inversion and generalized inverses (15A09) Analysis of variance and covariance (ANOVA) (62J10) Jordan algebras (algebras, triples and pairs) (17C99)

Related Items (10)

Optimal estimation for doubly multivariate data in blocked compound symmetric covariance structure ⋮ Estimation in models with commutative orthogonal block structure ⋮ On nested block designs geometry ⋮ Lattices of Jordan algebras ⋮ Complete and sufficient statistics and perfect families in orthogonal and error orthogonal normal models ⋮ Least squares and generalized least squares in models with orthogonal block structure ⋮ OPTIMAL QUADRATIC UNBIASED ESTIMATION FOR MODELS WITH LINEAR TOEPLITZ COVARIANCE STRUCTURE ⋮ Cross additivity in balanced cross nesting models ⋮ Inference for types and structured families of commutative orthogonal block structures ⋮ Linear Toeplitz covariance structure models with optimal estimators of variance components

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• Bates and best quadratic unbiased estimators for parameters of the covariance matrix in a normal linear model
• Bates and best quadratic unbiased estimators for variance components and heteroscedastie variances in linear models
• Quadratic Subspaces and Completeness

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