混合模型中方差分量估计的容许性及非负估计

The Admissibility and Nonnegative Estimators of Variance Components in Mixed Models

对含有两个方差分量的线性混合模型,本文构造了方差分量的一个线性估计类,它包含许多常见的方差分量估计.在这个类中我们建立了容许性的必要条件,据此得到了两个新的改进估计.最后我们讨论了方差分量的非负估计,得到了优于方差分析估计和Tatsuya估计的正估计.

In the mixed linear model with two variance components, we propose a class of the estimators of the variance component. The class of estimators includes many popular estimators, such as ANVOA estimator. In this class we discuss the necessary conditions of admissibility. Using the necessary conditions we get two new estimators which are better than ANOVA estimator. At the same time we discuss the nonnegative estimators of variance components and suggest two new estimators which are better than ANOVA estimator.