Estimation of the trend and the variance components in the linear regression model
β Scribed by M. B. Malyutov; K. J. Martines Crespo
- Publisher
- Springer US
- Year
- 1987
- Tongue
- English
- Weight
- 669 KB
- Volume
- 39
- Category
- Article
- ISSN
- 1573-8795
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
In mixed linear models with two variance components, classes of estimators improving on ANOVA estimators for the variance components and the ratio of variances are constructed on the basis of the invariant statistics. Out of the classes, consistent, improved and positive estimators are singled out.
Two types of recursive estimators are developed for the variance components 2 and 2 of the dynamic linear model: non-Bayesian and Bayesian. From a frequentist point of view, both types of estimators are mean square consistent. The non-Bayesian estimator of 2 is also unbiased.