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On estimation of variance components *
Author(s) -
Verdooren L.R.
Publication year - 1980
Publication title -
statistica neerlandica
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.52
H-Index - 39
eISSN - 1467-9574
pISSN - 0039-0402
DOI - 10.1111/j.1467-9574.1980.tb00688.x
Subject(s) - estimator , variance components , variance (accounting) , one way analysis of variance , statistics , variance based sensitivity analysis , component (thermodynamics) , normality , law of total variance , mathematics , estimation , econometrics , variance function , analysis of variance , conditional variance , economics , autoregressive conditional heteroskedasticity , volatility (finance) , physics , accounting , management , thermodynamics
Summary In this survey paper the estimation of variance components is given. The least squares approach in variance component estimation is a unifying principle which includes the analysis of variance estimators and the MINQUE. When normality is assumed the maximum likelihood estimators can be used. Many variance component estimators are not permissible because they are not non‐negative. The development of non‐negative variance component estimators is indicated.