𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Estimation of Variance Components with Large-Scale Dominance Models

✍ Scribed by I. Misztal

Book ID
117978035
Publisher
American Dairy Science Association
Year
1997
Tongue
English
Weight
246 KB
Volume
80
Category
Article
ISSN
0022-0302

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

Estimation of variance components in dyn
Estimation of variance components in dynamic linear models
✍ Shelemyahu Zacks; Xiaodong Wang πŸ“‚ Article πŸ“… 1999 πŸ› Elsevier Science 🌐 English βš– 91 KB

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.

Estimation of Variance Components in Mix
Estimation of Variance Components in Mixed Linear Models
✍ T. Kubokawa πŸ“‚ Article πŸ“… 1995 πŸ› Elsevier Science 🌐 English βš– 775 KB

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.