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Insensitivity regions for estimators of mean value parameters in mixed models with constraints. (English) Zbl 1001.62012

The author considers a regular normal mixed linear model with variance components under constraints. Because only locally best estimators are available in most situations, sensitivity of the estimators of the first order (mean value) parameters to small changes in the second order (variance components) parameters is studied. Explicit results for insensitivity regions for both point estimators and confidence regions are given.

MSC:

62F10 Point estimation
62F30 Parametric inference under constraints
62F25 Parametric tolerance and confidence regions
62J10 Analysis of variance and covariance (ANOVA)