A new estimator of variance–covariance components is presented. The proposed estimator is derived by applying the principle
of maximum-likelihood estimation to the posterior probability density function for the case when no prior information is available.
Key words: Generalized maximum-likelihood estimation - Variance - covariance components - Bayesian estimation - Non-informative prior
Received: 9 August 1999 / Accepted: 10 November 2000