Computation of variance components by the MINQUE method
type: Item
instance of: scholarly article
title: Computation of variance components by the MINQUE method
zbMATH Open document ID: 0583.62068
DOI: 10.1016/0047-259X(86)90062-X
author: B. George
published in: Journal of Multivariate Analysis
publication date: 1986-01-01T00:00:00Z
review text: We present a new method of computing C. R. Rao's MINQUE in variance component models \((y=X\beta +U_ 1\xi_ 1+\cdots +U_ p\xi_ p)\), which requires only inversion and storage of \(n_ i\times n_ i\) matrices, where \(n_ i\) is the number of columns in \(U_ i\). In many cases most of these matrices are of diagonal form. In particular, the derivation of MINQUE equations for univariate nested classification models does not need any inversion of matrices.
Mathematics Subject Classification ID: 62J10
Mathematics Subject Classification ID: 62H12
Mathematics Subject Classification ID: 65C99
zbMATH DE Number: 3934253
zbMATH Keywords: computation of variance components
zbMATH Keywords: general linear model
zbMATH Keywords: multivariate models
zbMATH Keywords: MINQUE
zbMATH Keywords: nested classification models
MaRDI profile type: Publication
cites work: MINQUE and ANOVA Estimator for One-way Classification - a Risk Comparison
cites work: Maximum Likelihood Approaches to Variance Component Estimation and to Related Problems
cites work: C. R. Rao's minque under four two-way anova models
cites work: On recent progress of minque theory nonnegative estimation, consistency, asymptotic normality and explicite formulae1
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description: scientific article; zbMATH DE number 3934253