Estimation and orthogonal block structure

Year 2016, Volume: 45 Issue: 2, 541 - 548, 01.04.2016

Sandra S. Ferreirax Célia Nunes Dário Ferreira Elsa Moreira João Tiago Mexia

Abstract

Estimators with good behaviors for estimable vectors and variance components are obtained for a class of models that contains the well known models with orthogonal block structure, OBS, see [15], [16] and [1], [2]. The study observations of these estimators uses commutative Jordan Algebras, CJA, and extends the one given for a more restricted class of models, the models with commutative orthogonal block structure, COBS, in which the orthogonal projection matrix on the space spanned by the means vector commute with all variance-covariance matrices, see [7].

Keywords

BLUE, LSE, OBS, UMVUE, Variance components

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