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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:
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.


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