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Quadratic estimates of variance components and admissibility. (Chinese. English summary) Zbl 1174.62421

Summary: For linearly mixed models, variance components are important parameters. We mainly describe quadratic estimation of variance components with two variance components. Some properties of the class of quadratic estimators, such as unbiased, invariant estimation, admissibility and improving of nonnegativity, are also considered.

MSC:

62H12 Estimation in multivariate analysis
62C15 Admissibility in statistical decision theory
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