The locally MIMSQE of nonnormal error variance in quadratically balanced models

DOI10.1007/BF02613599zbMath0717.62056OpenAlexW1987194374MaRDI QIDQ2638694

Yanyan Li

Publication date: 1991

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/176332

zbMATH Keywords

linear modelnonnormalityerror varianceexplicit formglobally optimalkurtosis of the random errorlocally minimum mean square error translation-invariant quadratic estimatorquadratically balanced design

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Point estimation (62F10)

Cites Work

• Unnamed Item
• Minimum variance quadratic unbiased estimation of variance components
• The estimation of residual variance in quadratically balanced least-squares problems and the robustness of the F-test

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