Improved estimators for simultaneous estimation of variance components
β Scribed by Witold Klonecki; Stefan Zontek
- Publisher
- Elsevier Science
- Year
- 1996
- Tongue
- English
- Weight
- 515 KB
- Volume
- 29
- Category
- Article
- ISSN
- 0167-7152
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π SIMILAR VOLUMES
By transforming dichotomous characters (for instance the presence or absence of a certain disease) to zero-one characters it is possible to estimate the variance and variance components. This paper explains the peculiarities occurring in the linear model and estimation functions and the application
Consider the independent Wishart matrices \(S_{1} \sim W\left(\Sigma+\lambda \theta, q_{1}\right)\) and \(S_{2} \sim\) \(W\left(\Sigma, q_{2}\right)\), where \(\Sigma\) is an unknown positive definite (p.d.) matrix, \(\theta\) is an unknown nonnegative definite (n.n.d.) matrix, and \(\lambda\) is a