Optimal Unbiased Estimation of Variance Components - Couverture souple

Malley, James D.

Couverture souple

ISBN 10 : 0387964495 ISBN 13 : 9780387964492

Editeur : Springer, 1986

Synopsis

The clearest way into the Universe is through a forest wilderness. John MuIr As recently as 1970 the problem of obtaining optimal estimates for variance components in a mixed linear model with unbalanced data was considered a miasma of competing, generally weakly motivated estimators, with few firm gUidelines and many simple, compelling but Unanswered questions. Then in 1971 two significant beachheads were secured: the results of Rao [1971a, 1971b] and his MINQUE estimators, and related to these but not originally derived from them, the results of Seely [1971] obtained as part of his introduction of the no ion of quad- ratic subspace into the literature of variance component estimation. These two approaches were ultimately shown to be intimately related by Pukelsheim [1976], who used a linear model for the com- ponents given by Mitra [1970], and in so doing, provided a mathemati- cal framework for estimation which permitted the immediate applica- tion of many of the familiar Gauss-Markov results, methods which had earlier been so successful in the estimation of the parameters in a linear model with only fixed effects. Moreover, this usually enor- mous linear model for the components can be displayed as the starting point for many of the popular variance component estimation tech- niques, thereby unifying the subject in addition to generating answers.

Détails de l'édition

• Éditeur: Springer
• Date d'édition: 1986
• Langue: anglais
• ISBN 10: 0387964495
• ISBN 13: 9780387964492
• Reliure: Broché
• Nombre de pages: 160
• Coordonnées du fabricant: non disponible
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