Minque
Encyclopedia
In statistics
, the theory of minimum norm quadratic unbiased estimation (MINQUE) was developed by C.R. Rao. Its application was originally to the estimation of variance components in random effects models.
The theory involves three stages:
Statistics
Statistics is the study of the collection, organization, analysis, and interpretation of data. It deals with all aspects of this, including the planning of data collection in terms of the design of surveys and experiments....
, the theory of minimum norm quadratic unbiased estimation (MINQUE) was developed by C.R. Rao. Its application was originally to the estimation of variance components in random effects models.
The theory involves three stages:
- defining a general class of potential estimators as quadratic functions of the observed data, where the estimators relate to a vector of model parameters;
- specifying certain constraints on the desired properties of the estimators, such as unbiasedness;
- choosing the optimal estimator by minimising a "norm" which measures the size of the covariance matrix of the estimators.