Estimation in a Two Variance Components Model When one Component is Known
作者:
Olivier Gaudoin,
Christian Lavergne,
期刊:
Statistics
(Taylor Available online 1994)
卷期:
Volume 25,
issue 2
页码: 97-106
ISSN:0233-1888
年代: 1994
DOI:10.1080/02331889408802436
出版商: Gordon & Breach Science Publishers
关键词: MINQE;least squares;regression
数据来源: Taylor
摘要:
We study a mixed linear model with two variance components. We suppose that one component is known. The objective of the paper is the estimation of the unknown component. The usual MINQE estimators seem to be unadapted to the problem. So we propose a new family of quadratic estimators, based on a natural class of estimators and the idea upon which the MINQE theory is built. All the estimators are compared on simulated data.
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