Maximum likelihood estimate of variance components
Maximum likelihood estimate of variance components
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DOI：
10.1007/bf02522340
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发表时间：
1986-12
期刊：
影响因子：
--
通讯作者：
K. Koch
中科院分区：
文献类型：
--
作者：
K. Koch
利用正交补似然函数，推导了方差和协方差分量的最大似然估计的迭代过程。结果表明，这些估计与方差和协方差分量的局部最优不变二次无偏估计的再现估计是相同的。此外，还给出了最大似然估计的逐次逼近。
Using the orthogonal complement likehood function, an iterative procedure for the maximum likelihood estimates of the variance and covariance components is derived. It is shown that these estimates are identical with the reproducing estimates of the locally best invariant quadratic unbiased estimation of variance and covariance components. Successive approximations of the maximum likelihood estimates are given in addition.