𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Nonnegativity of admissible invariant quadratic estimates in mixed linear models with two variance components

✍ Scribed by S. Gnot; J. Kleffe; R. Zmyślony

Publisher
Elsevier Science
Year
1985
Tongue
English
Weight
529 KB
Volume
12
Category
Article
ISSN
0378-3758

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Estimation of Variance Components in Mix
Estimation of Variance Components in Mixed Linear Models
✍ T. Kubokawa 📂 Article 📅 1995 🏛 Elsevier Science 🌐 English ⚖ 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.

Improved Nonnegative Estimation of Varia
Improved Nonnegative Estimation of Variance Components in Balanced Multivariate Mixed Models
✍ T. Mathew; A. Niyogi; B.K. Sinha 📂 Article 📅 1994 🏛 Elsevier Science 🌐 English ⚖ 704 KB

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