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Reliable computing in estimation of variance components

✍ Scribed by I. Misztal


Book ID
108900081
Publisher
John Wiley and Sons
Year
2008
Tongue
English
Weight
77 KB
Volume
125
Category
Article
ISSN
0931-2668

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✍ 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.

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✍ 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.