On the existence of unbiased nonnegative estimates of variance covariance components

DOI10.1214/AOS/1176345395MaRDI QIDQ1164938zbMATH OpenOpenAlexFDO

Authors Friedrich Pukelsheim

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/1176345395

zbMATH Keywords

existence of unbiased nonnegative estimates of variance covariance componentsMINQUEquadratic subspaces of symmetric matricesREMLUMVU

Mathematics Subject Classification ID

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

Cited in

(15)

• Nonnegative unbiased estimability of linear combinations of two variance components
• Nonnegativity of admissible invariant quadratic estimates in mixed linear models with two variance components
• Hermitian and nonnegativity preserving subspaces
• A cyclic projection algorithm via duality
• Balance and orthogonality in designs for mixed classification models
• Nonnegative minimum biased quadratic estimation in mixed linear models
• Linear Toeplitz covariance structure models with optimal estimators of variance components
• Existence of maximum likelihood estimates in normal variance-components models
• On the nonexistence of a global nonnegative minimum bias invariant quadratic estimator of variance components
• Combined unbiased estimators based on Q-reduced model
• On the characterization of nonegatively estimable linear combinations of variance components
• A test for variance-covarianch parameters in normal linear models
• On minimum biased quadratic estimators
• Invariant nonnegative minimum norm quadratic estimator of variance components and its application
• The spectral decomposition of covariance matrices for the variance components models

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