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Estimating variance components in linear models

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  • Pukelsheim, Friedrich

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.

Suggested Citation

  • Pukelsheim, Friedrich, 1976. "Estimating variance components in linear models," Journal of Multivariate Analysis, Elsevier, vol. 6(4), pages 626-629, December.
    • Handle: RePEc:eee:jmvana:v:6:y:1976:i:4:p:626-629
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