Consistent nonnegative estimates of variance components

DOI10.1007/s10255-009-5103-7zbMath1185.62049OpenAlexW2032368102MaRDI QIDQ966515

Li-Wen Xu, Jian-Hong Shi, Song-Gui Wang

Publication date: 23 April 2010

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10255-009-5103-7

zbMATH Keywords

consistencylinear mixed modelsinvariant statisticsnonnegative estimate

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Point estimation (62F10) Analysis of variance and covariance (ANOVA) (62J10)

Cites Work

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• Nonnegativity of admissible invariant quadratic estimates in mixed linear models with two variance components
• Families of minimax estimators of the mean of a multivariate normal distribution
• Nonnegative estimation of variance components in unbalanced mixed models with two variance components
• A unified approach to improving equivariant estimators
• Simultaneous optimal estimates of fixed effects and variance components in the mixed model
• A new estimate of the parameters in linear mixed models
• On Non-Negative Quadratic Unbiased Estimation of Variance Components
• Improved Nonnegative Estimation of Variance Components in Some Mixed Models with Unbalanced Data
• Linear mixed models for longitudinal data

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