Mean Square Efficiency of Estimators of Variance Components

From MaRDI portal
Revision as of 03:45, 7 March 2024 by Import240305080351 (talk | contribs) (Created automatically from import240305080351)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:5580797

DOI10.2307/2286076zbMath0186.52404OpenAlexW4250922212MaRDI QIDQ5580797

Roy C. Milton, Shelemyahu Zacks, Jerome Klotz

Publication date: 1969

Full work available at URL: https://doi.org/10.2307/2286076




Related Items (25)

Improved estimation of variance components in mixed modelsDesigns for Variance Components Estimation: Past and PresentThe modification of confidence intervals for variance components in one-way random model using Stein's approachImproved estimation of the disturbance variance in a linear regression modelEstimation of the smallest normal variance with applications to variance components modelsImproved estimators for simultaneous estimation of variance componentsLikelihood decision functionsOn the inefficiency of the restricted maximum likelihoodA comparison of estimators of variance components in a two–way balanced crossed classification random effects modelImproved estimation of the ratio of variance components for a balanced one-way random effects modelStrictly positive estimators for variance componentsA conversation with Shelemyahu ZacksEstimation of the variance in a normal population after the one-sided pre-test for the meanLimiting admissible estimators for variance componentsBayes equivariant estimators in a crossed classification random effects modelNonnegative estimation of variance components in unbalanced mixed models with two variance componentsInadmissibility of an estimator for the ratio of variance componentsSome practical estimation procedures for variance components.Bayes equivariant estimators of variance componentsImproved estimation of a patterned covariance matrixBayesian inference and the classical test theory model: Reliability and true scoresMaximum likelihood estimation of variance components-a Monte Carlo studyReference priors for shrinkage and smoothing parametersImproved estimation of variance components in balanced hierarchical mixed modelsOn admissibility in various classes of quadratic estimators







This page was built for publication: Mean Square Efficiency of Estimators of Variance Components