| Name: | Description: | Size: | Format: | |
|---|---|---|---|---|
| 473.81 KB | Adobe PDF |
Authors
Advisor(s)
Abstract(s)
Estimators with good behaviors for estimable vectors and variance components
are obtained for a class of models that contains the well known
models with orthogonal block structure, OBS, see [15], [16] and [1], [2].
The study observations of these estimators uses commutative Jordan
Algebras, CJA, and extends the one given for a more restricted class
of models, the models with commutative orthogonal block structure,
COBS, in which the orthogonal projection matrix on the space spanned
by the means vector commute with all variance-covariance matrices, see
[7].
Description
Keywords
BLUE LSE OBS UMVUE Variance components