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Modified minimax quadratic estimation of variance components. (English) Zbl 1274.62477
Summary: The paper deals with modified minimax quadratic estimation of variance and covariance components under full ellipsoidal restrictions. Based on the so called linear approach to estimation of variance components, i.e., considering useful local transformations of the original model, we can directly adopt the results from the linear theory. Under a normality assumption we can can derive the explicit form of the estimator which is formally find to be a Kuks-Olman type estimator.
62J10 Analysis of variance and covariance (ANOVA)
62C20 Minimax procedures in statistical decision theory
62F30 Parametric inference under constraints
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