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

invarianceANOVA modelsminimum norm quadratic unbiased estimatorbalanced two-way nested classification modelgroup of mean value translationsnegative 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)

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

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