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Estimation and accuracy evaluation of variance and covariance components based on more general functional model 被引量:1

Estimation and accuracy evaluation of variance and covariance components based on more general functional model
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摘要 Started from the more general functional model and based on the work of Koch K R (1986) and QU Zi qiang (1989), marginal likelihood function of variance and covariance components is derived and is identical with the orthogonal complement likelihood function. Minimum norm quadratic unibiased estimator (MINQUE) is developed, which expands the formula by Rao C R (1973). It is proved that Helmert type estimation, MINQUE, BQUE(Best quadratic unibiased estimation) and maximum likelihood estimation are identical with one another. Besides, a universal formula for accuracy evalution is presented. Through these work, a universal theory of variance and covariance components is established. Started from the more general functional model and based on the work of Koch K R (1986) and QU Zi-qiang (1989), marginal likelihood function of variance and covariance components is derived and is identical with the orthogonal complement likelihood function. Minimum norm quadratic unibiased estimator (MINQUE) is developed, which expands the formula by Rao C R (1973). It is proved that Helmert type estimation, MINQUE, BQUE(Best quadratic unibiased estimation) and maximum likelihood estimation are identical with one another. Besides, a universal formula for accuracy evalution is presented. Through these work, a universal theory of variance and covariance components is established.
出处 《中国有色金属学会会刊:英文版》 CSCD 2000年第1期123-126,共4页 Transactions of Nonferrous Metals Society of China
基金 Foundationitem :Project 4 9774 2 0 9supportedbytheNationalNaturalScienceFoundationofChina
关键词 variance component MARGINAL LIKELIHOOD ACCURACY evaluation variance component marginal likelihood accuracy evaluation
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