Jordan algebras and Bayesian quadratic estimation of variance components (Q1189634)
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English | Jordan algebras and Bayesian quadratic estimation of variance components |
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Jordan algebras and Bayesian quadratic estimation of variance components (English)
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27 September 1992
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In a variance-component model there are in general no uniformly best (quadratic) unbiased estimators for linear functions of variance components. \textit{J. Seely} [Ann. Math. Statistics 42, 710-721 (1971; Zbl 0249.62067)] has found a necessary and sufficient condition for their existence. He found that a certain class of square matrices should form a Jordan algebra, or, as he called it, a quadratic subspace. This condition is in particular met if the variance-component model under investigation is a balanced mixed linear model. It is the purpose of this paper to give some properties of Jordan algebras: simple formulae for \(A\circ B\), \(A^ +\), \(A^ -\); solutions of matrix equations \(AXB=C\), and so on. Applications are the determination of locally optimal estimators and Bayesian quadratic estimators of variance components.
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uniformly best quadratic unbiased estimators
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linear functions of variance components
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Jordan algebra
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quadratic subspace
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balanced mixed linear model
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locally optimal estimators
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Bayesian quadratic estimators of variance components
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