Abstract
Under a quadratic subspace condition, Pukelsheim (1981a) has proved that for estimating linear combinations of variance components, either standard methods provide a nonnegative quadratic unbiased estimate or such an estimate does not exist. This result is proved, replacing the quadratic subspace condition by a weaker condition. This answers in the negative a question raised by Pukelsheim (1981b).
Citation
Thomas Mathew. "On Nonnegative Quadratic Unbiased Estimability of Variance Components." Ann. Statist. 12 (4) 1566 - 1569, December, 1984. https://doi.org/10.1214/aos/1176346814
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