Estimation of variance components in mixed linear models. (English) Zbl 0746.62066

Summary: The MINQUE of the linear function \(f'\vartheta\) of the unknown variance- components parameter \(\vartheta\) in mixed linear model under linear restrictions of the type \(R\vartheta=c\) is defined and derived. As an illustration of this estimator the example of the one-way classification model with the restrictions \(\vartheta_ 1=k\vartheta_ 2\), where \(k\geq 0\), is given.


62J10 Analysis of variance and covariance (ANOVA)
62F10 Point estimation
62J05 Linear regression; mixed models
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