混合模型中方差分量估计的容许性及非负估计  

The Admissibility and Nonnegative Estimators of Variance Components in Mixed Models

作　　者：范永辉[1] 王松桂[2] 

机构地区：[1]河北师范大学数信学院,石家庄050016 [2]北京工业大学应用数理学院,北京100022

出　　处：《应用概率统计》2008年第4期354-360,共7页Chinese Journal of Applied Probability and Statistics

基　　金：北京市属市管高等学校人才强教计划资助项目.

摘　　要：对含有两个方差分量的线性混合模型,本文构造了方差分量的一个线性估计类,它包含许多常见的方差分量估计.在这个类中我们建立了容许性的必要条件,据此得到了两个新的改进估计.最后我们讨论了方差分量的非负估计,得到了优于方差分析估计和Tatsuya估计的正估计.In the mixed linear model with two variance components, we propose a class of the estimators of the variance component. The class of estimators includes many popular estimators, such as ANVOA estimator. In this class we discuss the necessary conditions of admissibility. Using the necessary conditions we get two new estimators which are better than ANOVA estimator. At the same time we discuss the nonnegative estimators of variance components and suggest two new estimators which are better than ANOVA estimator.

关 键 词：线性混合模型 方差分量 非负估计 ANOVA估计 

分 类 号：O212.1[理学—概率论与数理统计]