Radhakrishna Rao, C. (1972) Estimation of variance and covariance components in linear models Journal of the American Statistical Association, 67 (337). pp. 112-115. ISSN 0162-1459
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Official URL: http://www.jstor.org/pss/2284708
Abstract
We write a linear model in the form Y=Xβ+Uξ, where β is an unknown parameter and ξ is a hypothetical random variable with a given dispersion structure but containing unknown parameters called variance and covariance components. A new method of estimation called MINQUE (Minimum Norm Quadratic Unbiased Estimation) developed in a previous article [5] is extended for the estimation of variance and covariance components.
| Item Type: | Article |
|---|---|
| Source: | Copyright of this article belongs to American Statistical Association. |
| ID Code: | 54732 |
| Deposited On: | 12 Aug 2011 13:19 |
| Last Modified: | 12 Aug 2011 13:19 |
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