Invariant Quadratic Unbiased Estimation for Two Variance Components
两个方差分量的不变二次无偏估计
For a normally distributed mixed model with two unknown variance components $\theta_1$ and $\theta_2$, a tractable characterization is given for the admissible estimators within the class $\tilde{\mathscr{N}}_\delta$ of invariant quadratic unbiased estimators for $\delta_1\theta_1 + \delta_2\theta_2$. Here the term admissible is used with reference only to the class $\tilde{\mathscr{N}}_\delta$. This characterization is based on a result for general linear models which…