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Mathematische Operationsforschung und Statistik Volume 5, 1974 - Issue 1
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Original Articles

Bates and best quadratic unbiased estimators for parameters of the covariance matrix in a normal linear model

J. Kleffe Zentral-Inst. f. Math. u. Mech. der AdW, Mohrenstr,39, Berlin, DDR 108
&
R. Pincus Zentral-Inst. f. Math. u. Mech. der AdW, Mohrenstr,39, Berlin, DDR 108
Pages 43-67 | Published online: 27 Jun 2007

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S. S. Wulff & D. Birkes. (2005) Minimum variance unbiased invariant estimation of variance components under normality. Statistics 39:1, pages 53-65.
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Bruce E Ankenman, Hui Liu, Alan F Karr & Jeffrey D Picka. (2002) A Class of Experimental Designs for Estimating a Response Surface and Variance Components. Technometrics 44:1, pages 45-54.
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S. M. Mostafa & R. Ahmad. (1986) Empirical bayes quadratic estimators of variance components in normal linear models. Statistics 17:3, pages 337-348.
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R. D Anderson, H. V Henderson, F Pukelsheim & S. R Searle. (1984) Best estimation of variance components from balanced data, with arbitrary kurtosis. Series Statistics 15:2, pages 163-176.
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O. Bunke & H. Wandl. (1980) Projection estimators for unknown covariance matrices in linear models. Series Statistics 11:2, pages 175-191.
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J. Kleffe & I. Zöllner. (1978) On quadratic estimation of heteroscedastic variances. Series Statistics 9:1, pages 27-44.
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J. Kleffe. (1977) A note on ∞manque in variance covariance components models. Series Statistics 8:3, pages 337-343.
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Hilmar Drygas. (1977) Best quadratic unbiased estimation in variance-covariance component models . Series Statistics 8:2, pages 211-231.
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Stanislaw Gnot, Witold Klonecki & Roman Zmyślony. (1977) Uniformly minimum variance unbiased estimation in various classes of estimators, I. . Series Statistics 8:2, pages 199-210.
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O. Bunke. (1977) Mixed models, empirical bayes and stein estimators . Series Statistics 8:1, pages 55-68.
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J. Kleffe. (1976) A note on minque for normal models. Mathematische Operationsforschung und Statistik 7:5, pages 707-714.
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J. Kleffe. (1975) Bayes invariant quadratic estimators for variance components in linear models. Mathematische Operationsforschung und Statistik 6:5, pages 753-767.
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Wolfgang H. Schmidt. (1975) Asymptotic optimality of estimators in multiyariate linear models. Mathematische Operationsforschung und Statistik 6:5, pages 713-731.
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R. Pincus. (1974) Estimability of parameters of the covarlance matrix and variance components. Mathematische Operationsforschung und Statistik 5:3, pages 245-248.
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J. Kleffe & R. Pincus. (1974) Bates and best quadratic unbiased estimators for variance components and heteroscedastie variances in linear models. Mathematische Operationsforschung und Statistik 5:2, pages 147-159.
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Articles from other publishers (22)

Erik Grafarend & Joseph AwangeErik W. Grafarend & Joseph L. Awange. 2012. Linear and Nonlinear Models. Linear and Nonlinear Models 411 417 .
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Erik Grafarend & Joseph AwangeErik W. Grafarend & Joseph L. Awange. 2012. Linear and Nonlinear Models. Linear and Nonlinear Models 183 261 .
Erik Grafarend & Joseph AwangeErik W. Grafarend & Joseph L. Awange. 2012. Linear and Nonlinear Models. Linear and Nonlinear Models 89 182 .
Erik Grafarend & Joseph AwangeErik W. Grafarend & Joseph L. Awange. 2012. Linear and Nonlinear Models. Linear and Nonlinear Models 81 88 .
Erik Grafarend & Joseph AwangeErik W. Grafarend & Joseph L. Awange. 2012. Linear and Nonlinear Models. Linear and Nonlinear Models 527 569 .
Erik Grafarend & Joseph AwangeErik W. Grafarend & Joseph L. Awange. 2012. Linear and Nonlinear Models. Linear and Nonlinear Models 493 525 .
Erik Grafarend & Joseph AwangeErik W. Grafarend & Joseph L. Awange. 2012. Linear and Nonlinear Models. Linear and Nonlinear Models 477 491 .
Erik Grafarend & Joseph AwangeErik W. Grafarend & Joseph L. Awange. 2012. Linear and Nonlinear Models. Linear and Nonlinear Models 461 475 .
Erik Grafarend & Joseph AwangeErik W. Grafarend & Joseph L. Awange. 2012. Linear and Nonlinear Models. Linear and Nonlinear Models 419 441 .
Erik Grafarend & Joseph AwangeErik W. Grafarend & Joseph L. Awange. 2012. Linear and Nonlinear Models. Linear and Nonlinear Models 1 80 .
Mariusz Grządziel. (2006) Quadratic subspaces and construction of Bayes invariant quadratic estimators of variance components in mixed linear models. Statistical Papers 49:3, pages 399-419.
Crossref
Roman Zymślony & Hilmar Drygas. (1992) Jordan algebras and Bayesian Quadratic estimation of variance components. Linear Algebra and its Applications 168, pages 259-275.
Crossref
Shayle R. Searle, George Casella & Charles E. McCulloch. 1992. Variance Components. Variance Components 475 489 .
Stanisław Gnot, Jolanta Srzednicka & Roman Zmyślony. (1992) Bayes invariant quadratic estimation in general linear regression models. Journal of Statistical Planning and Inference 30:2, pages 223-236.
Crossref
Hilmar Drygas. 1985. Contributions to Econometrics and Statistics Today. Contributions to Econometrics and Statistics Today 56 69 .
S. Gnot & J. Kleffe. 1985. Linear Statistical Inference. Linear Statistical Inference 78 87 .
Stanislaw Gnot & Jürgen Kleffe. (1983) Quadratic estimation in mixed linear models with two variance components. Journal of Statistical Planning and Inference 8:3, pages 267-279.
Crossref
C. Radhakrishna Rao & Jürgen Kleffe. 1980. Analysis of Variance. Analysis of Variance 1 40 .
J. Kleffe. (2007) Best Unbiased Estimators for Variance Components with Application to the Unbalanced one‐way Classification. Biometrical Journal 19:5, pages 313-328.
Crossref

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