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

DOI10.1080/02331889408802436zbMATH Open0811.62068OpenAlexW2074432375MaRDI QIDQ4763448FDOQ4763448

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

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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)

Cites Work

• Maximum Likelihood Approaches to Variance Component Estimation and to Related Problems
• Maximum-likelihood estimation for the mixed analysis of variance model
• Title not available (Why is that?)
• Invariant quadratic unbiased estimation for two variance components
• Minimum variance quadratic unbiased estimation of variance components
• Estimation of variance and covariance components—MINQUE theory
• Title not available (Why is that?)
• Bates and best quadratic unbiased estimators for variance components and heteroscedastie variances in linear models
• Optimal properties of the Laplace trend test for soft-reliability models
• General Methods of Analysis for Incomplete Block Designs
• Mixed models, empirical bayes and stein estimators¹

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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