Improved nonnegative estimation of variance components in balanced multivariate mixed models
DOI10.1006/JMVA.1994.1051zbMATH Open0806.62057OpenAlexW1966385787MaRDI QIDQ1340282FDOQ1340282
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
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mean squared errorunbiased estimatorexistencerestricted maximum likelihood estimatorsquared error lossnecessary and sufficient conditionsentropy lossbivariate casebalanced modelsindependent Wishart matricesmultivariate components of varianceuniformly better
Cited In (10)
- 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
- Title not available (Why is that?)
- Improved Estimation of Covariante Matrices in Balanced Hierarchical Multivariate Variance Components Models
- Asymptotic risk comparison of improved estimators for normal covariance matrix
- Estimation of covariance matrices in fixed and mixed effects linear models
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