Characterization of Nonnegatively Estimable Linear Combinations of Variance Components

摘要

This document shows that, by a reparametrization, the problem of estimating a linear combination of variance components can be reduced to that of estimating single variance component. Such a reduction is used to obtain some characterizations of nonnegatively estimable linear combinations of various components, Characterization of nonnegative estimability using MINQUE is also discussed.