Bates and best quadratic unbiased estimators for parameters of the covariance matrix in a normal linear model

DOI10.1080/02331887408801147MaRDI QIDQ4403577zbMATH OpenOpenAlexFDO

Authors Richard Pincus, Jürgen Kleffe

Publication date 1974

Published in Mathematische Operationsforschung Statistik (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331887408801147

Mathematics Subject Classification ID

Point estimation (62F10) Bayesian inference (62F15) Linear regression; mixed models (62J05) Analysis of variance and covariance (ANOVA) (62J10)

Cited in

(12)

• To the optimal identification of multivariate systems under perturbations of unknown covariances
• Empirical bayes quadratic estimators of variance components in normal linear models
• Quadratic subspaces and construction of Bayes invariant quadratic estimators of variance components in mixed linear models
• Best Unbiased Estimators for Variance Components with Application to the Unbalanced one-way Classification
• scientific article; zbMATH DE number 459033 (Why is no real title available?)
• scientific article; zbMATH DE number 4129810 (Why is no real title available?)
• scientific article; zbMATH DE number 90558 (Why is no real title available?)
• Quadratic estimation in mixed linear models with two variance components
• Estimation of the matrices of parameters and covariations of the perturbation vectors in multidimensional discrete-time dynamic systems under special structure of the unknown covariance matrices
• Identification of commutative covariance structures by successive testing of statistical hypotheses
• Jordan algebras and Bayesian quadratic estimation of variance components
• Bayes invariant quadratic estimation in general linear regression models

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