Improved nonnegative estimation of variance components in balanced multivariate mixed models

DOI10.1006/JMVA.1994.1051MaRDI QIDQ1340282zbMATH OpenOpenAlexFDO

Authors Thomas Mathew, Anindita Niyogi, Bimal Kumar Sinha

Publication date 16 February 1995

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1006/jmva.1994.1051

zbMATH Keywords

mean squared errorunbiased estimatorexistencerestricted maximum likelihood estimatorsquared error lossnecessary and sufficient conditionsentropy lossbivariate casebalanced modelsindependent Wishart matricesmultivariate components of varianceuniformly better

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Analysis of variance and covariance (ANOVA) (62J10)

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• An optimal test for variance components of multivariate mixed-effects linear models
• Shrinkage and modification techniques in estimation of variance and the related problems: A review
• Non-negative estimation of variance component matrices in multivariate linear mixed models
• Nonnegative estimation of variance components in multivariate unbalanced mixed linear models with two variance components.
• Uniformly minimum variance nonnegative quadratic unbiased estimation in a generalized growth curve model
• Improved nonnegative estimation of multivariate components of variance
• scientific article; zbMATH DE number 5583461 (Why is no real title available?)
• Asymptotic risk comparison of improved estimators for normal covariance matrix
• Improved Estimation of Covariante Matrices in Balanced Hierarchical Multivariate Variance Components Models
• Estimation of covariance matrices in fixed and mixed effects linear models

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