| 马铁丰,王松桂.含有两个方差分量的多元混合效应模型方差分量矩阵的估计[J].数学年刊A辑,2009,30(1):73~84 |
| 含有两个方差分量的多元混合效应模型方差分量矩阵的估计 |
| Estimation of Variance Components in Multivariate Mixed Linear Models with Two Variance Components |
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| DOI： |
| 中文关键词: 多元线性混合模型 ANOVA估计 谱分解估计 |
| 英文关键词:Multivariate mixed linear models, ANOVA estimator, Spectral
decomposition estimator |
| 基金项目:国家自然科学基金数学天元青年基金，北京市属市管高校人才强教计划，西南财经大学211工程三期统计学重点学科建设资助的项目 |
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| 中文摘要: |
| 考虑含有两个方差分量矩阵的多元混合模型,将一元混合模型下的谱分解估计推广到多元模型下.给出的方差分量矩阵的谱分解估计在均方误差意义下一致的优于ANOVA估计,最后还讨论了谱分解估计与ANOVA估计等价的条件. |
| 英文摘要: |
| Multivariate mixed linear models with two variance components are considered.
Spectral decomposition estimators of variance component matrix in mixed linear model are
generalized to multivariate mixed linear model. The spectral decomposition estimators are
structured which uniformly dominate the ANOVA estimator in multivariate case. Under
some conditions, spectral decomposition estimators are equivalent to ANOVA estimators. |
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