On estimation of variance components with constraints

DOI10.1016/S0378-3758(97)00127-4zbMath0928.62051MaRDI QIDQ1299475

Viktor Witkovský

Publication date: 2 November 1999

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

zbMATH Keywords

Bayes quadratic estimationelliptical restrictionsLBQE(U,I)minimax invariant quadratic estimatorsMINQE(U,I)MIVQE(U,I)variance-covariance components

Mathematics Subject Classification ID

Parametric inference under constraints (62F30) Analysis of variance and covariance (ANOVA) (62J10)

Cites Work

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• Linear Bayes and minimax estimation in linear models with partially restricted parameter space
• Minimax linear regression estimation with symmetric parameter restrictions
• Estimating variance components in linear models
• Minimum variance quadratic unbiased estimation of variance components
• Bayes, Admissible, and Minimax Linear Estimators in Linear Models with Restricted Parameter Space
• On Canonical Forms, Non-Negative Covariance Matrices and Best and Simple Least Squares Linear Estimators in Linear Models
• Estimation of variance and covariance components—MINQUE theory
• Estimation of variance components in mixed linear models

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