Pukelsheim, Friedrich, On the existence of unbiased nonnegative estimates of variance convariance components, Annals of statistics , 9(2), 1981, pp. 293-299
The existence of unbiased nonnegative definite quadratic estimates for linear combinations of variance covariance components is characterized by means of the natural parameter set in a residual model. In the presence of a quadratic subspace condition the following disjunction for nonnegative estimability is derived: either standard methods suffice, or the concepts of unbiasedness and nonnegative definiteness are incompatible. For the case of a single variance component it is shown that unbiasedness and nonnegative definiteness always entail a reduction to a trivial model in which the variance component under investigation is the sole remaining parameter. Several examples illustrate these results.