Nonnegative minimum biased invariant estimation in variance component models

DOI10.1214/AOS/1176345394MaRDI QIDQ1166216zbMATH OpenOpenAlexFDO

Authors Joachim Hartung

Publication date 1981

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aos/1176345394

zbMATH Keywords

ANOVA modelsbalanced two-way nested classification modelgroup of mean value translationsinvarianceminimum norm quadratic unbiased estimatornegative estimates of variancesnonnegative minimum biased invariant estimationnonnegative quadratic estimatorsrestricted pseudoinversevariance component models

Mathematics Subject Classification ID

Analysis of variance and covariance (ANOVA) (62J10)

Cited in

(24)

• Nonnegativity of admissible invariant quadratic estimates in mixed linear models with two variance components
• A note on non-negative minimum bias MINQE in variance components model
• Jordan algebras and Bayesian quadratic estimation of variance components
• Qualms about \(BC_ a\) bootstrap confidence intervals
• Robustification of estimators by winsorizing on ellipsoids
• Nonnegative minimum biased quadratic estimation in mixed linear models
• Generalized Cochran-Wald statistics in combining of experiments
• Identification of outliers in a one-way random effects model
• On the nonexistence of a global nonnegative minimum bias invariant quadratic estimator of variance components
• Bayes, minimax and nonnegative estimators of variance components under Kullback-Leibler loss
• A mixed model for complete three or higher-way layout with two random effects factors
• Asymptotic tests for general linear hypotheses on variance components in models of commutative quadratic type
• On the characterization of nonegatively estimable linear combinations of variance components
• On linear statistical models of commutative quadratic type
• Two kinds of variance/covariance estimates in linear mixed models
• Maximum likelihood mean and covariance matrix estimation constrained to general positive semi-definiteness
• A test for variance-covarianch parameters in normal linear models
• Estimation and Test of Varience Components Using the MINQUE-Method
• On minimum biased quadratic estimators
• Risk invariant linear estimation
• Nonnegative estimation of variance components in an unbalanced one way random effects model
• A comparison of estimators of variance components in a two–way balanced crossed classification random effects model
• VARIANCE ESTIMATION IN THE ERROR COMPONENTS REGRESSION MODEL
• Models for Combining Results of Different Experiments: Retrospective and Prospective

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