Journal of Geodesy

, Volume 88, Issue 5, pp 427–439 | Cite as

An alternative method for non-negative estimation of variance components

  • Khosro Moghtased-Azar
  • Ramin Tehranchi
  • Ali Reza Amiri-Simkooei
Original Article

Abstract

A typical problem of estimation principles of variance and covariance components is that they do not produce positive variances in general. This caveat is due, in particular, to a variety of reasons: (1) a badly chosen set of initial variance components, namely initial value problem (IVP), (2) low redundancy in functional model, (3) an improper stochastic model, and (4) data’s possibility of containing outliers. Accordingly, a lot of effort has been made in order to design non-negative estimates of variance components. However, the desires on non-negative and unbiased estimation can seldom be met simultaneously. Likewise, in order to search for a practical non-negative estimator, one has to give up the condition on unbiasedness, which implies that the estimator will be biased. On the other hand, unlike the variance components, the covariance components can be negative, so the methods for obtaining non-negative estimates of variance components are not applicable. This study presents an alternative method to non-negative estimation of variance components such that non-negativity of the variance components is automatically supported. The idea is based upon the use of the functions whose range is the set of all positive real numbers, namely positive-valued functions (PVFs), for unknown variance components in stochastic model instead of using variance components themselves. Using the PVF could eliminate the effect of IVP on the estimation process. This concept is reparameterized on the restricted maximum likelihood with no effect on the unbiasedness of the scheme. The numerical results show the successful estimation of non-negativity estimation of variance components (as positive values) as well as covariance components (as negative or positive values).

Keywords

Variance components Non-negative Positive-valued functions Unbiased 

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Copyright information

© Springer-Verlag Berlin Heidelberg 2014

Authors and Affiliations

  • Khosro Moghtased-Azar
    • 1
  • Ramin Tehranchi
    • 2
  • Ali Reza Amiri-Simkooei
    • 3
  1. 1.Surveying Department, Faculty of Civil EngineeringTabriz UniversityTabrizIran
  2. 2.Surveying Department, Faculty of Civil EngineeringZanjan UniversityZanjanIran
  3. 3.Surveying Department, Faculty of Civil EngineeringUniversity of IsfahanIsfahanIran

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