Estimation and orthogonal block structure

Sandra S. Ferreira, Célia Nunes, Dário Ferreira, Elsa Moreira, João Tiago Mexia

Research output: Contribution to journalArticle

Abstract

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].

Original languageEnglish
Pages (from-to)541-548
Number of pages8
JournalHacettepe Journal of Mathematics and Statistics
Volume45
Issue number2
DOIs
Publication statusPublished - Apr 2016

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Keywords

  • BLUE
  • LSE
  • OBS
  • UMVUE
  • Variance components

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