Bayes invariant quadratic estimation in general linear regression models
From MaRDI portal
Publication:1193988
DOI10.1016/0378-3758(92)90083-5zbMath0761.62087OpenAlexW2060612740MaRDI QIDQ1193988
Jolanta Srzednicka, Stanisław Gnot, Roman Zmyślony
Publication date: 27 September 1992
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(92)90083-5
orthogonalityincidence matricesJordan algebrabalanced incomplete block designsvariance-components modelsmaximal invariantrepresentation of Bayes invariant quadratic unbiased estimatorsthree components modeltwo variance components model
Linear regression; mixed models (62J05) Bayesian inference (62F15) Statistical block designs (62K10)
Related Items
Quadratic subspaces and construction of Bayes invariant quadratic estimators of variance components in mixed linear models ⋮ Least squares and generalized least squares in models with orthogonal block structure
Cites Work
- Unnamed Item
- Unnamed Item
- Optimal unbiased estimation of variance components
- Invariant quadratic unbiased estimation for two variance components
- Bayes estimation in linear models: A coordinate-free approach
- Quadratic estimation in mixed linear models with two variance components
- The Relationship Algebra of an Experimental Design
- Bayes invariant quadratic estimators for variance components in linear models
- A note on minque for normal models
- Invariant Quadratic Estimators in the Random, One-Way ANOVA Model
- Bates and best quadratic unbiased estimators for parameters of the covariance matrix in a normal linear model
- The Relationship Algebra and the Analysis of Variance of a Partially Balanced Incomplete Block Design
- The efficiency of block designs in general
- On Relationship Algebras of Incomplete Block Designs
- Linear Spaces and Minimum Variance Unbiased Estimation
- Estimation of variance and covariance components—MINQUE theory
- Quadratic Subspaces and Completeness
