statistics Statistics (from German language, German: ''wikt:Statistik#German, Statistik'', "description of a State (polity), state, a country") is the discipline that concerns the collection, organization, analysis, interpretation, and presentation of ...

, the theory of minimum norm quadratic unbiased estimation (MINQUE) was developed by

C. R. Rao Calyampudi Radhakrishna Rao FRS (born 10 September 1920), commonly known as C. R. Rao, is an Indian-American mathematician and statistician. He is currently professor emeritus at Pennsylvania State University and Research Professor at the Un ...

. Its application was originally to the problem of

heteroscedasticity In statistics, a sequence (or a vector) of random variables is homoscedastic () if all its random variables have the same finite variance. This is also known as homogeneity of variance. The complementary notion is called heteroscedasticity. The s ...

and the estimation of variance components in

random effects model In statistics, a random effects model, also called a variance components model, is a statistical model where the model parameters are random variables. It is a kind of hierarchical linear model, which assumes that the data being analysed are dra ...

s. 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. {{stats-stub, date=August 2016

References

Estimation theory Statistical deviation and dispersion