Nonnegative Minimum Biased Invariant Estimation in Variance Component Models
Nonnegative Minimum Biased Invariant Estimation in Variance Component Models
In a general variance component model, nonnegative quadratic estimators of the components of variance are considered which are invariant with respect to mean value translations and have minimum bias, analogously to estimation theory of mean value parameters. Here the minimum is taken over an appropriate cone of positive semidefinite matrices, …