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

zbMATH Open0774.62075MaRDI QIDQ686352FDOQ686352

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

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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)

Cites Work

• Linear Statistical Inference and its Applications
• Unbiasedness of two-stage estimation and prediction procedures for mixed linear models
• The Unbiasedness of Zellner's Seemingly Unrelated Regression Equations Estimators
• Simultaneous estimation of expectation and covarianee matrix in linear models²
• Symmetrically distributed and unbiased estimators in linear models
• Title not available (Why is that?)
• On the unbiased estimation of fixed effects in a mixed model for growth curves
• Title not available (Why is that?)

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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