Reliable computing in estimation of variance components
β 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
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
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.
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.