Best Quadratic Unbiased Estimation of Variance Components from Unbalanced Data in the 1-Way Classification
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چکیده
منابع مشابه
- - , ' Estimation of Ratios of Variance Components in the Unbalanced One Way Random Effects Model
The point estimation of the ratio of variance components and the intraclass correlation coefficient for the unbalanced one way random effects model are considered. ANOVA, REML, ML, MIVQUE, MINQE type, and MU (median unbiased) estimators are compared with respect to their absolute biases and mean squared errors through a simulation study. Explicit, computable expressions with no matrix inversion...
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15 صفحه اولBest Quadratic Unbiased Estimators of Integrated Variance in the Presence of Market Microstructure Noise
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where X is a known n × p model matrix, the vector y is an observable ndimensional random vector, β is a p × 1 vector of unknown parameters, and ε is an unobservable vector of random errors with expectation E(ε) = 0, and covariance matrix cov(ε) = σV, where σ > 0 is an unknown constant. The nonnegative definite (possibly singular) matrix V is known. In our considerations σ has no role and hence ...
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ژورنال
عنوان ژورنال: Biometrics
سال: 1971
ISSN: 0006-341X
DOI: 10.2307/2528602