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Biometrika 1969 56(3):517-525; doi:10.1093/biomet/56.3.517
© 1969 by Biometrika Trust
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Exact first- and second-order moments of estimates of components of covariance

C. A. ROHDE and G. M. TALLIS

Johns Hopkins University
C.S.I.R.O., Newtown, New South Wales

This paper develops formulae for the first two moments of estimates of covariance for the general multivariate ‘one-way’ and ‘two-way’ models. The results are used to obtain the large sample dispersion matrix for estimated coefficients of two types of genetic selection indexes. These dispersion matrices provide the necessary extension of known results in balanced models to the unbalanced case.


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