Estimation of Variance and Covariance Components in Linear Models
Journal of the American Statistical AssociationPublished 1 March 1972
C. Radhakrishna Rao
Citations342
SJR quartileQ1
SJR score4.10
SNIP3.08
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Abstract
Abstract We write a linear model in the form , where 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.
Keywords
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