List of Important Publications in Statistics - Variance Component Estimation

Variance Component Estimation

On the mathematical foundations of theoretical statistics

Author: Fisher, RA
Publication data: 1922, Philosophical Transactions of the Royal Society, London, Series A, volume 222, pages 309-368
Description: First comprehensive treatise of estimation by maximum likelihood.
Importance: Topic creator, Breakthrough, Influence

Estimation of variance and covariance components

Author: Henderson, CR
Publication data: 1953, Biometrics, volume 9, pages 226-252
Description: First description of three methods of estimation of variance components in mixed linear models for unbalanced data. "One of the most frequently cited papers in the scientific literature."
Importance: Topic creator, Breakthrough, Influence

Maximum-likelihood estimation for the mixed analysis of variance model

Author: H. O. Hartley and J. N. K. Rao
Publication data: 1967, Biometrika, volume 54, pages 93-108 doi:10.1093/biomet/54.1-2.93
Description: First description of maximum likelihood methods for variance component estimation in mixed models
Importance: Topic creator, Breakthrough, Influence

Recovery of inter-block information when block sizes are unequal

Author: Patterson, HD; Thompson, R
Publication data: 1971, Biometrika, volume 58, pages 545-554 doi:10.1093/biomet/58.3.545
Description: First description of restricted maximum likelihood (REML)
Importance: Topic creator, Breakthrough, Influence

Estimation of Variance and Covariance Components in Linear Models

Author: Rao, CR
Publication data: 1972, Journal of the American Statistical Association, volume 67, pages. 112-115
Description: First description of Minimum Variance Quadratic Unbiased Estimation (MIVQUE) and Minimum Norm Quadratic Unbiased Estimation (MINQUE) for unbalanced data
Importance: Topic creator, Breakthrough, Influence

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