Sensitivity of MINQUE with Respect to a Priori Weights.
Abstract
This paper shows that for the a priori weights in a neighborhood of the ratio of the variance components the variances of the MINQUE are quite insensitive. That is, the variances deviate little from the optimum variances.
Document Details
- Document Type
- Technical Report
- Publication Date
- Jan 01, 1977
- Accession Number
- ADA035696
Entities
People
- James L. Hess
Organizations
- Southern Methodist University