Journal of the American Statistical Association volume 82, issue 398, P586-589 1987 DOI: 10.1080/01621459.1987.10478470 View full text
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Peter H. Westfall

Abstract: The minimum norm quadratic unbiased estimator type (MINQUE type) of estimates considered in this article are obtained by requiring identical values for the ratios of the a priori variances to the a priori error variance and letting this common value tend to infinity. The resulting estimates are invariant quadratic unbiased estimators with certain parametric and nonparametric optimality properties: assuming normally distributed random effects the efficiency of the proposed estimates to the minimum variance qua…

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