Compute the four covariance matrices \(V_{0}, \ldots, V_{3}\) that occur in (5.4). Let \(Q\) be the ordinary least-squares projection with kernel (5.2). Compute the four quadratic forms \(Y^{\prime} Q^{\prime} V_{r} Q Y\) and their expected values as a linear function of the four variance components. Hence or otherwise, obtain initial estimates.