Estimation in a Two Variance Components Model When one Component is Known |
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Authors: | Olivier Gaudoin Christian Lavergne |
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Affiliation: | Institut IMAG , Grenoble |
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Abstract: | We study a mixed linear model with two variance components. We suppose that one component is known. The objective of the paper is the estimation of the unknown component. The usual MINQE estimators seem to be unadapted to the problem. So we propose a new family of quadratic estimators, based on a natural class of estimators and the idea upon which the MINQE theory is built. All the estimators are compared on simulated data. |
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Keywords: | MINQE least squares regression |
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