LEAST-SQUARES AND MINIMUM MSE ESTIMATORS OF VARIANCE-COMPONENTS IN MIXED LINEAR-MODELS

被引：3

作者：

VOLAUFOVA, J ^{[1
]}

WITKOVSKY, V ^{[1
]}

机构：

[1] SLOVAK ACAD SCI,INST MEASUREMENT SCI,CS-84219 BRATISLAVA,CZECHOSLOVAKIA

来源：

BIOMETRICAL JOURNAL | 1991年 / 33卷 / 08期

关键词：

MIXED LINEAR MODEL; VARIANCE-COVARIANCE COMPONENTS MODEL; QUADRATIC ESTIMATOR; LEAST SQUARES ESTIMATOR; LOCALLY BEST-MEAN SQUARE ERROR ESTIMATOR;

D O I：

10.1002/bimj.4710330805

中图分类号：

Q [生物科学];

学科分类号：

07 ; 0710 ; 09 ;

摘要：

The paper deals with the quadratic invariant estimators of the linear functions of variance components in mixed linear model. The estimator with locally minimal mean square error with respect to a parameter curly-theta is derived. Under the condition of normality of the vector Y the theoretical values of MSE of several types of estimators are compared in two different mixed models; under a different types of distributions a simulation study is carried out for the behaviour of derived estimators.

引用

页码：923 / 936

页数：14

共 12 条

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