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On estimation of variance components with constraints

✍ Scribed by Viktor Witkovský

Book ID
104340490
Publisher
Elsevier Science
Year
1998
Tongue
English
Weight
373 KB
Volume
69
Category
Article
ISSN
0378-3758

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✦ Synopsis

The so-called linear approach to estimating linear functions of variance and/or covariance components clearly shows the well-known connection between quadratic, invariant and unbiased, estimation and the classical linear theory methods, LSE and BLUE. This approach allows us to consider and to use further results of the linear theory for variance-covariance components estimation.

In the present paper the minimax invariant quadratic estimators of linear functions of variancecovariance components under full or partial restrictions on the parameter set are investigated.

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