Abstract
Consider a linear model, where the random effect is composed of two independent parts one of which has an unknown common covariance matrix and the covariance matrix of the second part is known to depend on the index of individuals. The aim is to find an estimator for the expectation and the unknown part of the covariance matrix. Besides a maximum likelihood a so-called natural estimator is suggested.
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© 1994 Springer Science+Business Media Dordrecht
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Volaufová, J. (1994). Estimation of Parameters in a Special Type of Random Effects Model. In: Caliński, T., Kala, R. (eds) Proceedings of the International Conference on Linear Statistical Inference LINSTAT ’93. Mathematics and Its Applications, vol 306. Springer, Dordrecht. https://doi.org/10.1007/978-94-011-1004-4_3
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DOI: https://doi.org/10.1007/978-94-011-1004-4_3
Publisher Name: Springer, Dordrecht
Print ISBN: 978-94-010-4436-3
Online ISBN: 978-94-011-1004-4
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