| A General Theory of Estimation of Variance-Covariance Components |
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| 作者姓名： | MA Chaoqun LI Qingguo International Business School of Hunan University Hunan |
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| 作者单位： | MA Chaoqun LI Qingguo International Business School of Hunan University，Hunan 410082 |
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| 摘 要： | ＡＧｅｎｅｒａｌＴｈｅｏｒｙｏｆＥｓｔｉｍａｔｉｏｎｏｆＶａｒｉａｎｃｅＣｏｖａｒｉａｎｃｅＣｏｍｐｏｎｅｎｔｓＭＡＣｈａｏｑｕｎＬＩＱｉｎｇｇｕｏＩｎｔｅｒｎａｔｉｏｎａｌＢｕｓｉｎｅｓＳｃｈｏｌｏｆＨｕｎａｎＵｎｉｖｅｒｓｉｔｙ，Ｈｕｎａｎ４１...
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A General Theory of Estimation of Variance Covariance Components |
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| MA Chaoqun LI Qingguo International Business School of Hunan University,Hunan .A General Theory of Estimation of Variance Covariance Components[J].Journal of Systems Science and Systems Engineering,1997(3). |
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| Authors: | MA Chaoqun LI Qingguo International Business School of Hunan University Hunan |
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| Institution: | MA Chaoqun LI Qingguo International Business School of Hunan University,Hunan 410082 |
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| Abstract: | Starting from the more general functional model and being based on their work of K. R. Koch (1986) and Ou Ziqiang (1989), marginal likelihood function of variance components is derived and is identical to the orthogonal complement likelihood function in this paper. Minimum norm quadratic unibiased estimator (MINQUE) is developed, which expands the formula by C. R. Rao (1973). It is proved that Helmert type estimation, MINQUE, BQUE and maximum likelihood estimation are identical to one another. Besides, a universal formula for accuracy evalution is presented. Through these work, the paper establishes a universal theory of variance covariance components. |
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| Keywords: | MINQUE maximum likelihood estimation variance covariance component |
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