Least Squares and Minimum MSE Estimators of Variance Components in Mixed Linear Models
DOI10.1002/BIMJ.4710330805zbMATH Open0781.62110OpenAlexW1988992374MaRDI QIDQ4029967FDOQ4029967
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
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simulation studyleast squares estimatormixed linear modelslinear functions of variance componentscondition of normalityvariance-covariance components modellocally minimum mean square errorquadratic invariant estimators
Cites Work
Cited In (9)
- An algorithm for searching optimal variance component estimators in linear mixed models
- The finite-sample effects of VAR dimensions on OLS bias, OLS variance, and minimum MSE estimators
- Natural estimation of variances in a general finite discrete spectrum linear regression model
- Title not available (Why is that?)
- Quadratic estimations in mixed linear models
- Estimation in a Two Variance Components Model When one Component is Known
- Estimation-Equivalent Covariance Structures for the Least Squares and Minque Estimators of the Linear Model Variance
- Variance least squares estimators for multivariate linear mixed model
- Minqe-theory and the estimation of residual variance in regressions analysis
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