Estimability of parameters of the covarlance matrix and variance components
- 1 January 1974
- journal article
- research article
- Published by Taylor & Francis in Mathematische Operationsforschung und Statistik
- Vol. 5 (3) , 245-248
- https://doi.org/10.1080/02331887408801162
Abstract
In a normal linear model necessary and suffieient for parameiers of she coveriance matrix to be estimable is that they are quadratic estimable. This does not coincide with identifiability.Keywords
This publication has 4 references indexed in Scilit:
- Identifiability and EstimabilityMathematische Operationsforschung und Statistik, 1974
- Bates and best quadratic unbiased estimators for parameters of the covariance matrix in a normal linear modelMathematische Operationsforschung und Statistik, 1974
- Quadratic Subspaces and CompletenessThe Annals of Mathematical Statistics, 1971
- Linear Spaces and Unbiased Estimation--Application to the Mixed Linear ModelThe Annals of Mathematical Statistics, 1970