Best Nonnegative Invariant Partially Orthogonal Quadratic Estimation in Normal Regression

DOI10.2307/2291000MaRDI QIDQ4323566zbMATH OpenOpenAlexFDO

Authors Jean-Daniel Rolle

Publication date 23 February 1995

Full work available at URL https://doi.org/10.2307/2291000

zbMATH Keywords

prior knowledgeminimum variance unbiased estimatenormal linear regressionvariance matrixerror components modelsbest quadratic and nonnegative invariant estimation of eigenvalueslinear combination of the eigenvalueslocally best estimatorsminimum mean squared error estimate

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Estimation in multivariate analysis (62H12)

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(10)

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• A model for perturbed production or measurement processes involving compound normal distributions
• Minimum variance quadratic unbiased estimators as a tool to identify compound normal distributions
• Estimation of variances in orthogonal finite discrete spectrum linear regression models
• Natural estimation of variances in a general finite discrete spectrum linear regression model
• Optimization of functions of matrices with an application in statistics
• scientific article; zbMATH DE number 3903787 (Why is no real title available?)
• Two kinds of variance/covariance estimates in linear mixed models
• VARIANCE ESTIMATION IN THE ERROR COMPONENTS REGRESSION MODEL
• Applied regression analysis bibliography update 1994-97

Describes a project that uses

Uses Software

• Matlab

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