Bates and best quadratic unbiased estimators for parameters of the covariance matrix in a normal linear model

DOI10.1080/02331887408801147zbMath0277.62027OpenAlexW2162386323MaRDI QIDQ4403577

Richard Pincus, Jürgen Kleffe

Publication date: 1974

Published in: Mathematische Operationsforschung Statistik (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331887408801147

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Point estimation (62F10) Bayesian inference (62F15) Analysis of variance and covariance (ANOVA) (62J10)

Related Items (12)

Empirical bayes quadratic estimators of variance components in normal linear models ⋮ Unnamed Item ⋮ Estimation of the matrices of parameters and covariations of the perturbation vectors in multidimensional discrete-time dynamic systems under special structure of the unknown covariance matrices ⋮ Quadratic subspaces and construction of Bayes invariant quadratic estimators of variance components in mixed linear models ⋮ Jordan algebras and Bayesian quadratic estimation of variance components ⋮ Bayes invariant quadratic estimation in general linear regression models ⋮ Identification of commutative covariance structures by successive testing of statistical hypotheses ⋮ Quadratic estimation in mixed linear models with two variance components ⋮ Best Unbiased Estimators for Variance Components with Application to the Unbalanced one-way Classification ⋮ Unnamed Item ⋮ To the optimal identification of multivariate systems under perturbations of unknown covariances ⋮ Unnamed Item

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