中国科学A辑(英文版)
中國科學A輯(英文版)
중국과학A집(영문판)
SCIENCE IN CHINA
2002年
10期
1301-1311
,共11页
random effect%spectral decomposition%variance component
In linear mixed models, there are two kinds of unknown parameters: one is the fixed effect, theother is the variance component. In this paper, new estimates of these parameters, called the spectral decom-position estimates, are proposed, Some important statistical properties of the new estimates are established,in particular the linearity of the estimates of the fixed effects with many statistical optimalities. A new methodis applied to two important models which are used in economics, finance, and mechanical fields. All estimatesobtained have good statistical and practical meaning.
