Estimation in a Two Variance Components Model When one Component is Known

DOI10.1080/02331889408802436zbMath0811.62068OpenAlexW2074432375MaRDI QIDQ4763448

Christian Lavergne, Olivier Gaudoin

Publication date: 10 April 1995

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331889408802436

zbMATH Keywords

least squaresvariance componentsmixed linear modelquadratic estimatorsMINQUE estimators

Mathematics Subject Classification ID

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

Related Items (1)

A Jackknife Method for Estimation of Variance Components

Cites Work

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• Invariant quadratic unbiased estimation for two variance components
• Minimum variance quadratic unbiased estimation of variance components
• Mixed models, empirical bayes and stein estimators¹
• Maximum Likelihood Approaches to Variance Component Estimation and to Related Problems
• Bates and best quadratic unbiased estimators for variance components and heteroscedastie variances in linear models
• Optimal properties of the Laplace trend test for soft-reliability models
• Maximum-likelihood estimation for the mixed analysis of variance model
• Estimation of variance and covariance components—MINQUE theory
• General Methods of Analysis for Incomplete Block Designs

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