Linear Toeplitz covariance structure models with optimal estimators of variance components

被引：8

作者：

Marin, JM

Dhorne, T

机构：

[1] Lab Stat Appliquee BREtagne Sud, F-56000 Vannes, France

[2] Lab Stat & Probabilites, F-31062 Toulouse 4, France

[3] Ecole Natl Super Agron Rennes, F-35042 Rennes, France

来源：

LINEAR ALGEBRA AND ITS APPLICATIONS | 2002年 / 354卷 / 1-3期

关键词：

quadratic unbiased estimation; special Jordan algebras; Toeplitz matrices; circulant and skewcirculant matrices;

D O I：

10.1016/S0024-3795(02)00325-7

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

This paper deals with the problem of optimal quadratic unbiased estimation for statistical models with linear Toeplitz covariance structure. The main result is a necessary and sufficient condition for these models to have an optimal unbiased estimator for any linear combination of variance components. This result is obtained by means of special Jordan algebras which are a powerful tool to characterize optimality in quadratic unbiased estimation. (C) 2002 Elsevier Science Inc. All rights reserved.

引用

页码：195 / 212

页数：18

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