Estimation of Variance and Covariance Components in Linear Models
C. Radhakrishna Rao · Journal of the American Statistical Association · 1972
We write a linear model in the form , where is an unknown parameter and ξ is a hypothetical random variable with a given dispersion structure but containing unknown parameters called variance and covariance components. A new method of estimation called MINQUE (Minimum Norm Quadratic Unbiased Estimation) developed in a previous article [5] is extended for the estimation of variance and covariance components.