On estimation of variance components*

L.R. Verdooren

Statistica Neerlandica, 1980, vol. 34, issue 2, 83-106

Abstract: In this survey paper the estimation of variance components is given. The least squares approach in variance component estimation is a unifying principle which includes the analysis of variance estimators and the MINQUE. When normality is assumed the maximum likelihood estimators can be used. Many variance component estimators are not permissible because they are not non‐negative. The development of non‐negative variance component estimators is indicated.

Date: 1980
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