Khazal Salim, W., Saber AL-MOUEL, A. (2010). COMPARISON OF MINQUE AND SIMPLE ESTIMATOR OF THE ERROR VARIANCE IN THE GAUSS MARKOFF MODEL. , 1(1), 39-45.
Waala Khazal Salim; Abdul-Hussein Saber AL-MOUEL. "COMPARISON OF MINQUE AND SIMPLE ESTIMATOR OF THE ERROR VARIANCE IN THE GAUSS MARKOFF MODEL". , 1, 1, 2010, 39-45.
Khazal Salim, W., Saber AL-MOUEL, A. (2010). 'COMPARISON OF MINQUE AND SIMPLE ESTIMATOR OF THE ERROR VARIANCE IN THE GAUSS MARKOFF MODEL', , 1(1), pp. 39-45.
Khazal Salim, W., Saber AL-MOUEL, A. COMPARISON OF MINQUE AND SIMPLE ESTIMATOR OF THE ERROR VARIANCE IN THE GAUSS MARKOFF MODEL. , 2010; 1(1): 39-45.

COMPARISON OF MINQUE AND SIMPLE ESTIMATOR OF THE ERROR VARIANCE IN THE GAUSS MARKOFF MODEL

Journal of Kufa for Mathematics and Computer
Article 1, Volume 1, Issue 1, 2013, Pages 39-45
Authors
Waala Khazal Salim; Abdul-Hussein Saber AL-MOUEL
Abstract
ABSTRACT
The problem of estimation of variance components occurs in many areas of research. This paper is devoted to study the comparison between Minimum Norm Quadratic Unbiased Estimator (MINQUE) and Ordinary Least Square Estimator (OLSE) of in the Gauss Markoff Model , under mean square errors criterion, where the model matrix need not have full rank and the dispersion matrix can be singular.
A necessary and sufficient condition is obtained for that MINQUE is superior to simple estimator, in particular, a simple sufficient condition is that the degree of freedom of errors is equal to or greater than 4.
Keywords
Gauss Markoff Model; MINQUE; Mean Square error; Simple Estimator
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