Improved nonnegative estimation of variance components in balanced multivariate mixed models

DOI10.1006/jmva.1994.1051zbMath0806.62057OpenAlexW1966385787MaRDI QIDQ1340282

Anindita Niyogi, Thomas Mathew, 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

zbMATH Keywords

existencemean squared errorsquared error lossnecessary and sufficient conditionsentropy lossrestricted maximum likelihood estimatorunbiased estimatorbivariate casebalanced modelsindependent Wishart matricesmultivariate components of varianceuniformly better

Mathematics Subject Classification ID

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

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