Sankhya: The Indian Journal of Statistics

1999, Volume 61, Series B, Pt. 2, pp. 261-265

NONNEGATIVE ESTIMATION OF VARIANCE COMPONENTS: A MODIFICATION TO HENDERSON'S ANOVA METHODOLOGY

By

RAVINDRA KHATTREE, Oakland University, Rochester

SUMMARY. In order to obtain the nonnegative estimators of variance components, a modification to Henderson's ANOVA method is suggested. In the process, the requirement of unbiasedness of the estimators is sacrificed.

AMS (1991) subject classification. 62F10.

Key words and phrases. Henderson's ANOVA methodology, nonnegative estimates, quadratic programming, random effect models, variance components.

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