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Optimal Unbiased Estimation of Variance Components

Optimal Unbiased Estimation of Variance Components (Paperback)

£84.00
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Synopsis

The clearest way into the Universe is through a forest wilderness. John MuIr As recently as 1970 the problem of obtaining optimal estimates for variance components in a mixed linear model with unbalanced data was considered a miasma of competing, generally weakly motivated estimators, with few firm gUidelines and many simple, compelling but Unanswered questions. Then in 1971 two significant beachheads were secured: the results of Rao [1971a, 1971b] and his MINQUE estimators, and related to these but not originally derived from them, the results of Seely [1971] obtained as part of his introduction of the no~ion of quad- ratic subspace into the literature of variance component estimation. These two approaches were ultimately shown to be intimately related by Pukelsheim [1976], who used a linear model for the com- ponents given by Mitra [1970], and in so doing, provided a mathemati- cal framework for estimation which permitted the immediate applica- tion of many of the familiar Gauss-Markov results, methods which had earlier been so successful in the estimation of the parameters in a linear model with only fixed effects.

Moreover, this usually enor- mous linear model for the components can be displayed as the starting point for many of the popular variance component estimation tech- niques, thereby unifying the subject in addition to generating answers.

Science & MathematicsMathematicsProbability & statistics Publisher: Springer-Verlag New York Inc. Publication Date: 01/12/1986 ISBN-13: 9780387964492  Details: Type: Paperback Format: Books
Availability: Printed to order. Despatched in 2-3 weeks.  

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