Results 101 to 110 of about 195 (132)

A Note on MINQUE for Normal Models

Mathematische Operationsforschung und Statistik, 1976
Summary: The author considers a normal linear model \(y=X\beta+e\) where \(e\) has covariance matrix \(Eee'=c_1V_1+\dots c_pV_p\) with \(c = (c_1\dots c_p)\) unknown. Restricting estimators to the class of functions for all \(\beta\) we prove, that MINQUE is locally minimum variance unbiased estimator.
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Unbalancedness and Efficiency in Estimating Components of Variance: MINQUE and ANOVA Procedure

Biometrical Journal, 1982
AbstractWe consider the one‐way classification random model. Using a measure of unbalancedness some MINQ‐Estimation procedures and ANOVA‐procedure have been investigated with respect to their sensibility to unbalancedness.Further if we define the efficiency of a design N as the ratio of the MSE (.)'s of the balanced and the unbalanced case we obtain ...
Ahrens, Heinz, Sanchez, J.
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On estimation of diagonal covariance matrices by minque

Communications in Statistics - Theory and Methods, 1977
Let Y = Xβ + ϵ be a general linear statistical model with co-variance matrix of the form , where δi, is a known diagonal matrix and σi is an unknown scalar. This form includes the I common linear regression model with uncorrelated observations, with or without replications; the random coefficients model of Hildreth and Houck (1968); and numerous mixed ...
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Minque of variance components in generalized linear model with random effects

Communications in Statistics - Theory and Methods, 1996
We consider the estimation of thc variance components in generalized Linear model with random effects. The Method of Minimum Norm Quadratic Unbiased Estimators extending the Rao's argument is outlined. The method is illustrated with an analysis of cell irradiation data and compared to the methods of estimation proposed by Schall (1991).
Hyan Suk Lee, Yogendra P. Chaubey
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Estimation and Test of Varience Components Using the MINQUE-Method

Statistics, 1985
It is shown in this paper that the central problem of the computation of MINQUE for general ANOVA-models is the computation of certain linear forms, which are characterized as the predictors of the random effects. An efficient algorithm for computing these linear forms is presented.
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MINQUE of Variance-Covariance Components in Linear Gauss-Markov Models

Journal of Surveying Engineering, 2011
For heterogeneous and correlated observations, the variance components and the covariance components sometimes must be estimated. The forms of best invariant quadratic unbiased estimate (BIQUE) and Helmert-type estimation of variance and covariance components have already been derived by Koch and Grafarend, respectively.
Peng Junhuan, Shi Yun, Li Shuhui, Yang Honglei   +3 more
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Some Results on the Estimation of Variance Components by MINQUE

Journal of the American Statistical Association, 1974
Abstract A specific solution is derived to an optimization problem posed in the general theory of C.R. Rao for the estimation of variance components. A class of MINQUE estimators of variance components is derived by considering the residuals from a weighted least squares analysis.
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Anova and minque type of estimators for the one-way random effects model

Communications in Statistics - Theory and Methods, 1984
The one-way random effects model with unequal variances and unequal sample sizes is considered. Estimation of the variances, variance of a single observation (total variance), and the standard error of the unweighted mean are considered. Precision of the Analysis of Variance and Unweighted Sums of Squares type of estimators and the Minimum Norm ...
Poduri S.R.S. Rao, Edward A. Sylvestre
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Parent-offspring and sibling correlation estimation based on MINQUE theory

Biometrika, 1993
Summary: We derive easily computable expressions for MINQUE estimators of covariance parameters in an unbalanced family data structure used to study traits. These estimators are strongly consistent and asymptotically normal. Simple expressions for limiting sample variances and covariances of MINQUE estimators are provided.
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Computable MINQUE-Type Estimates of Variance Components

Journal of the American Statistical Association, 1987
Abstract The minimum norm quadratic unbiased estimator type (MINQUE type) of estimates considered in this article are obtained by requiring identical values for the ratios of the a priori variances to the a priori error variance and letting this common value tend to infinity.
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