The nonnegative MINQUE estimate

Helene Massam and Jochen Muller

Journal of Multivariate Analysis, 1985, vol. 16, issue 2, 253-259

Abstract: The purpose of this paper is to give a characterization of the nonnegative MINQUE estimate for variance components. A similar characterization has been given by Pukelsheim but only in some special cases. The proof presented here uses results from convex programming and emphasizes certain geometrical aspects of the nonnegative MINQUE estimate problem.

Keywords: variance; components; nonnegative; MINQUE; convex; programming; cones; faces (search for similar items in EconPapers)
Date: 1985
References: Add references at CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0047-259X(85)90037-5
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:jmvana:v:16:y:1985:i:2:p:253-259

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Journal of Multivariate Analysis is currently edited by de Leeuw, J.

More articles in Journal of Multivariate Analysis from Elsevier
Bibliographic data for series maintained by Catherine Liu ().