LI Yongle. BAYES QUADRATIC ESTIMATES AND NONNEGATIVENESSOF ADMISSIBLE ESTIMATES IN LINEAR MODELSWITH p VARIANCE COMPONENTS[J]. Chinese Journal of Applied Probability and Statistics, 1989, 5(1): 18-25.
Citation: LI Yongle. BAYES QUADRATIC ESTIMATES AND NONNEGATIVENESSOF ADMISSIBLE ESTIMATES IN LINEAR MODELSWITH p VARIANCE COMPONENTS[J]. Chinese Journal of Applied Probability and Statistics, 1989, 5(1): 18-25.

BAYES QUADRATIC ESTIMATES AND NONNEGATIVENESSOF ADMISSIBLE ESTIMATES IN LINEAR MODELSWITH p VARIANCE COMPONENTS

  • In this paper,linear models with p variance components are considered and the explicit expressions for Bayes invariant quadratic estimates,biased and unbiased,are presented and proved these estimates to cover the entire class of admissible ones in the considered classes.The necessary and sufficient conditions for the existence of admissible nonnegative definite quadratic estimates,biased and unbiased,are given.
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