Estimating variance components in linear models

Friedrich Pukelsheim

Journal of Multivariate Analysis, 1976, vol. 6, issue 4, 626-629

Abstract: Estimation of variance components in linear model theory is presented as an application of estimation of the mean by introducing a dispersion-mean correspondence. Without any further computations, this yields most general representations of minimum variance-minimum bias-invariant quadratic estimates, estimates from MINQUE theory, and Ridge-type estimates of the variance components.

Keywords: Linear; models; Variance; components; MINQUE (search for similar items in EconPapers)
Date: 1976
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