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

DOI10.1080/02331887408801147zbMATH Open0277.62027OpenAlexW2162386323MaRDI QIDQ4403577FDOQ4403577

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)

• Bayes invariant quadratic estimation in general linear regression models
• Title not available (Why is that?)
• To the optimal identification of multivariate systems under perturbations of unknown covariances
• Best Unbiased Estimators for Variance Components with Application to the Unbalanced one-way Classification
• Jordan algebras and Bayesian quadratic estimation of variance components
• Empirical bayes quadratic estimators of variance components in normal linear models
• Title not available (Why is that?)
• Identification of commutative covariance structures by successive testing of statistical hypotheses
• 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
• Quadratic estimation in mixed linear models with two variance components
• Title not available (Why is that?)
• Quadratic subspaces and construction of Bayes invariant quadratic estimators of variance components in mixed linear models

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