The MINQUE of the linear function $\int'\vartheta$ of the unknown variance-components parameter $\vartheta$ in mixed linear model under linear restrictions of the type $\bold R\vartheta = c$ is defined and derived. As an illustration of this estimator the example of the one-way classification model with the restrictions $\vartheta_1 = k\vartheta_2$, where $k \geq 0$, is given.
@article{104497,
author = {J\'ulia Volaufov\'a and Viktor Witkovsk\'y},
title = {Estimation of variance components in mixed linear models},
journal = {Applications of Mathematics},
volume = {37},
year = {1992},
pages = {139-148},
zbl = {0746.62066},
mrnumber = {1149163},
language = {en},
url = {http://dml.mathdoc.fr/item/104497}
}
Volaufová, Júlia; Witkovský, Viktor. Estimation of variance components in mixed linear models. Applications of Mathematics, Tome 37 (1992) pp. 139-148. http://gdmltest.u-ga.fr/item/104497/
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