| Title:
|
Quadratic estimations in mixed linear models (English) |
| Author:
|
Varga, Štefan |
| Language:
|
English |
| Journal:
|
Applications of Mathematics |
| ISSN:
|
0862-7940 (print) |
| ISSN:
|
1572-9109 (online) |
| Volume:
|
36 |
| Issue:
|
2 |
| Year:
|
1991 |
| Pages:
|
134-144 |
| Summary lang:
|
English |
| . |
| Category:
|
math |
| . |
| Summary:
|
In the paper four types of estimations of the linear function of the variance components are presented for the mixed linear model $\bold{Y=X \beta + e}$ with expectation $E(\bold{Y)=X \beta}$ and covariance matrix $D(\bold{Y)=0_1V_1 + ... + 0_mV_m}$. (English) |
| Keyword:
|
mixed linear model |
| Keyword:
|
minimum norm quadratic estimation |
| Keyword:
|
variance components |
| Keyword:
|
first order fixed parameter unknowns |
| Keyword:
|
second order fixed parameter unknowns |
| Keyword:
|
invariant for translations |
| MSC:
|
62F10 |
| MSC:
|
62J10 |
| MSC:
|
62J99 |
| idZBL:
|
Zbl 0742.62074 |
| idMR:
|
MR1097697 |
| DOI:
|
10.21136/AM.1991.104450 |
| . |
| Date available:
|
2008-05-20T18:41:14Z |
| Last updated:
|
2020-07-28 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/104450 |
| . |
| Reference:
|
[1] J. Kleffe: Best quadratic unbiased estimators for variance components in mixed linear models.Sankhya, 38 (1976), 179-186. Zbl 0413.62052, MR 0468051 |
| Reference:
|
[2] C. R. Rao: Estimation of variance and covariance components - MINQUE theory.Journ. Multivariant. Analysis, 1 (1971), 257-275. Zbl 0223.62086, MR 0301869 |
| Reference:
|
[3] C. R. Rao K. S. Mitra: Generalized Inverse of Matrices and its Application.J. Wiley, N. York 1971. MR 0338013 |
| Reference:
|
[4] C. R. Rao J. Kleffe: Estimation of Variance Components.In: P. R. Krisnaiah, ed. Handbook of Statistics, Vol. I. North Holland, N. York, (1980), 1-40. |
| Reference:
|
[5] Š. Varga: Minimum Variance Quadratic Unbiased Estimation of Variance Components.Math. Slovaca, 36 No. 2 (1986), 163-170. Zbl 0605.62077, MR 0849707 |
| Reference:
|
[6] Š. Varga: Estimations in Mixed Linear Models.Sborník VŠCHT Praha Řada M - Matematika, (1990), 1-10. |
| . |
