Least Squares and Minimum MSE Estimators of Variance Components in Mixed Linear Models

DOI10.1002/BIMJ.4710330805MaRDI QIDQ4029967zbMATH OpenOpenAlexFDO

Authors Júlia Volaufová, Viktor Witkovský

Publication date 1 April 1993

Published in Biometrical Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/bimj.4710330805

zbMATH Keywords

simulation studyleast squares estimatormixed linear modelslinear functions of variance componentscondition of normalityvariance-covariance components modellocally minimum mean square errorquadratic invariant estimators

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 192910 (Why is no real title available?)
• Statistische Methoden der Modellbildung, III

Cited in

(9)

• scientific article; zbMATH DE number 3962989 (Why is no real title available?)
• An algorithm for searching optimal variance component estimators in linear mixed models
• Natural estimation of variances in a general finite discrete spectrum linear regression model
• Estimation-Equivalent Covariance Structures for the Least Squares and Minque Estimators of the Linear Model Variance
• Estimation in a Two Variance Components Model When one Component is Known
• The finite-sample effects of VAR dimensions on OLS bias, OLS variance, and minimum MSE estimators
• Quadratic estimations in mixed linear models
• Minqe-theory and the estimation of residual variance in regressions analysis
• Variance least squares estimators for multivariate linear mixed model

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