Estimation in a Two Variance Components Model When one Component is Known

DOI10.1080/02331889408802436MaRDI QIDQ4763448zbMATH OpenOpenAlexFDO

Authors Olivier Gaudoin, Christian Lavergne

Publication date 10 April 1995

Published in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331889408802436

zbMATH Keywords

least squaresvariance componentsmixed linear modelquadratic estimatorsMINQUE estimators

Mathematics Subject Classification ID

Point estimation (62F10) Linear regression; mixed models (62J05) 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?)
• scientific article; zbMATH DE number 3519755 (Why is no real title available?)
• Bates and best quadratic unbiased estimators for variance components and heteroscedastie variances in linear models
• Estimation of variance and covariance components—MINQUE theory
• General Methods of Analysis for Incomplete Block Designs
• Invariant quadratic unbiased estimation for two variance components
• Maximum Likelihood Approaches to Variance Component Estimation and to Related Problems
• Maximum-likelihood estimation for the mixed analysis of variance model
• Minimum variance quadratic unbiased estimation of variance components
• Mixed models, empirical bayes and stein estimators¹
• Optimal properties of the Laplace trend test for soft-reliability models

Cited in

(2)

• A Jackknife Method for Estimation of Variance Components
• Estimation of Mixed Parametric Functions In The Variance Components Model

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