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1980•Statistica NeerlandicaOpen access

On estimation of variance components*

L.R. Verdooren

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Abstract

Summary In this survey paper the estimation of variance components is given. The least squares approach in variance component estimation is a unifying principle which includes the analysis of variance estimators and the MINQUE. When normality is assumed the maximum likelihood estimators can be used. Many variance component estimators are not permissible because they are not non‐negative. The development of non‐negative variance component estimators is indicated.

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What this paper is about

Summary In this survey paper the estimation of variance components is given. The least squares approach in variance component estimation is a unifying principle which includes the analysis of variance estimators and the MINQUE. When normality is assumed the maximum likelihood estimators can be used. Many variance component estimators are not permissible because they are not non‐negative. The development of non‐negative variance component estimators is indicated.

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Available abstract

Summary In this survey paper the estimation of variance components is given. The least squares approach in variance component estimation is a unifying principle which includes the analysis of variance estimators and the MINQUE. When normality is assumed the maximum likelihood estimators can be used. Many variance component estimators are not permissible because they are not non‐negative. The development of non‐negative variance component estimators is indicated.

Key concepts: Estimator, Variance components, Variance (accounting), One-way analysis of variance, Statistics, Variance-based sensitivity analysis, Component (thermodynamics), Normality

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