Generalized maximum-likelihood estimation of variance components with inverted gamma prior |
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Authors: | J. Grodecki |
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Affiliation: | (1) Space Imaging, 12076 Grant Street, Thornton, CO 80241, USA e-mail: jgrodecki@email.msn.com Tel.:+1 303 254 2137; Fax: +1 303 254 2215, US |
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Abstract: | A new method for the estimation of variance components is presented. The proposed method combines the concept of maximum-likelihood estimation with the Bayesian approach and facilitates computationally efficient introduction of prior information into the estimation process. Received: 22 April 1998 / Accepted: 19 April 1999 |
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Keywords: | . Generalized maximum-likelihood estimation Variance components Bayesian estimation |
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