Least-squares variance component estimation

Least-squares variance component estimation

Least-squares variance component estimation (LS-VCE) is a simple, flexible and attractive method for the estimation of unknown variance and covariance components. LS-VCE is simple because it is based on the well-known principle of LS; it is flexible because it works with a user-defined weight matrix...

Full description

Bibliographic Details
Main Authors: Teunissen, Peter, Amiri-Simkooei, A.
Format: Journal Article
Published: Springer - Verlag 2008
Subjects:
Least-squares variance component estimation (LS-VCE) - Elliptically contoured distribution - Best linear unbiased estimator (BLUE) - Best invariant quadratic unbiased estimator (BIQUE) - Minimum norm quadratic unbiased estimator (MINQUE) - Restricted maximum likelihood estimator (REML)
Online Access:http://hdl.handle.net/20.500.11937/11278

Similar Items

Similar Items