On variance of the two-stage estimator in variance-covariance components model

MaRDI QIDQ686352zbMATH OpenFDO

Authors Júlia Volaufová

Publication date 17 October 1993

Published in Applications of Mathematics (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/15731

zbMATH Keywords

unbiased estimatortwo-stage estimatorestimated covariance matrixfinite moments up to the tenth orderinvariant quadratic estimator of the variance-covariance componentslinear variance- covariance structuresymmetrically distributed estimator

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Analysis of variance and covariance (ANOVA) (62J10)

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Cites work

• scientific article; zbMATH DE number 3673386 (Why is no real title available?)
• scientific article; zbMATH DE number 3373922 (Why is no real title available?)
• Linear Statistical Inference and its Applications
• On the unbiased estimation of fixed effects in a mixed model for growth curves
• Simultaneous estimation of expectation and covarianee matrix in linear models²
• Symmetrically distributed and unbiased estimators in linear models
• The Unbiasedness of Zellner's Seemingly Unrelated Regression Equations Estimators
• Unbiasedness of two-stage estimation and prediction procedures for mixed linear models

Cited in

(2)

• On two-stage estimate based on independent estimate of covariance matrix
• On exact inference in linear models with two variance-covariance components

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