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含有两个方差分量的多元混合效应模型方差分量矩阵的估计 被引量：1

Estimation of Variance Components in Multivariate Mixed Linear Models with Two Variance Components
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摘要 考虑含有两个方差分量矩阵的多元混合模型,将一元混合模型下的谱分解估计推广到多元模型下.给出的方差分量矩阵的谱分解估计在均方误差意义下一致的优于ANOVA估计,最后还讨论了谱分解估计与ANOVA估计等价的条件. Multivariate mixed linear models with two variance components are considered. Spectral decomposition estimators of variance component matrix in mixed linear model are generalized to multivariate mixed linear model. The spectral decomposition estimators are structured which uniformly dominate the ANOVA estimator in multivariate case. Under some conditions, spectral decomposition estimators are equivalent to ANOVA estimators.
作者 马铁丰 王松桂
机构地区 西南财经大学统计学院 北京工业大学应用数理学院
出处 《数学年刊（A辑）》 CSCD 北大核心 2009年第1期73-84,共12页 Chinese Annals of Mathematics
基金 国家自然科学基金数学天元青年基金(No.10726045) 北京市属市管高等学校人才强教计划(No.05006011200702) 西南财经大学"211工程三期"统计学重点学科建设资助的项目.
关键词 多元线性混合模型 ANOVA估计 谱分解估计 Multivariate mixed linear models, ANOVA estimator, Spectraldecomposition estimator
分类号 O212.1 [理学—概率论与数理统计]
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参考文献12

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二级参考文献23

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数学年刊（A辑）
2009年 第1期

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