Results 91 to 100 of about 195 (132)

A note on the edgeworth-expansion for minque

Statistics, 1992
The model under consideration is the general variance components model We establish Edgeworth-expansions for C. R. Rao's MINQUE for the variance components The tool is a theorem on Edgeworth-expansions for quadratic forms in normally distributed random vectors.
H. Schmidt Wolfgang, Telton Günter
exaly   +2 more sources

A Method for Calculating MINQUE Estimators of Variance Components

Journal of the American Statistical Association, 1983
Abstract The original expression for MINQUE estimators of variance components involved the inverse of a matrix whose dimensions equalled the total sample size. Later papers described more practical methods of computing the estimators. In this article a method is described that involves matrices and vectors with dimensions no larger than the number of ...
exaly   +4 more sources

A Regression Interpretation of the Computation of MINQUE Variance Component Estimates

Journal of the American Statistical Association, 1980
Abstract Liu and Senturia (1977) proved that the MINQUE of variance components in the general mixed analysis of variance can be computed in O(n) time, with n the number of observations. This can be proved in a simpler way by interpreting the intermediate steps in the computation as regression residuals.
exaly   +4 more sources

MINQUE and ANOVA Estimator for One-way Classification - a Risk Comparison

Biometrical Journal, 1978
AbstractFor the one‐way classification in unbalanced case MINQUEstimator for components of variance are given in a more explicit form than it is done in the paper from C. R. RAO (1971). By means of the risk functions we compare MINQUE and ANOVA estimator.
exaly   +3 more sources

Comparison of MINQUE and Simple Estimate of the Error Variance in the General Linear Models

Acta Mathematicae Applicatae Sinica, 2003
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Mi-Xia Wu
exaly   +3 more sources

A note on equality of MINQUE and simple estimator in the general Gauss-Markov model

Statistics and Probability Letters, 1997
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
exaly   +2 more sources

A SIMPLIFIED MINQUE PROCEDURE FOR THE ESTIMATION OF VARIANCE-COVARIANCE COMPONENTS OF GPS OBSERVABLES

Survey Review, 2002
AbstractMinimum Norm Quadratic Unbiased Estimation (MINQUE) is one of the commonly used methods for the estimation of variance-covariance components. The MINQUE procedure has been successfully used to estimate the variance-covariance components of GPS observations.
Jinling Wang, Chris Rizos, Chalermchon Satirapod   +2 more
exaly   +2 more sources

Estimation of covariance matrices of vector wiener process by minque method

Statistics, 1986
In this paper of vector random process Y(t)=W(t)+e(t) is considered. The process W(t) is of multidimensional WIENER process, e(t) is cleanly of random process.
exaly   +2 more sources

The blue and minque in Gauss-Markoff model with linear transformation of the observable variables

Acta Mathematica Scientia, 2007
Abstract For a singular linear model A = ( y , X β , σ V ) and its transformed model A F = ( F y , F X β σ 2 F V F 1 ) , where V is nonnegative definite and X can be rank-deficient, the expressions for the differences of the estimates for the vector of FXβ and the variance factor ...
Baoxue Zhang
exaly   +2 more sources

Application of minque procedure to block designs

Communications in Statistics - Theory and Methods, 1976
Method of minimum norm quadratic unbiased estimation (MINQUE) is applied to incomplete block designs. Simple formulae are derived for a class of designs which includes the balanced designs.
K.R. Shah, S.C. Puri
openaire   +1 more source