Improved estimators for simultaneous estimation of variance components

DOI10.1016/0167-7152(95)00153-0MaRDI QIDQ1126125zbMATH OpenOpenAlexFDO

Authors Stefan Zontek, Witold Klonecki

Publication date 1996

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-7152(95)00153-0

zbMATH Keywords

Bayesian estimatorsImproved estimatorsQuadratic risk functionVariance components

Mathematics Subject Classification ID

Point estimation (62F10) Analysis of variance and covariance (ANOVA) (62J10)

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Cites work

• Admissibility in linear estimation
• All admissible linear estimators of the vector of gamma scale parameters with application to random effects models
• Bayesian analysis of a three-component hierarchical design model
• Formal Bayes Estimation with Application to a Random Effects Model
• scientific article; zbMATH DE number 3899943 (Why is no real title available?)
• Invariant Quadratic Estimators in the Random, One-Way ANOVA Model
• Limiting admissible estimators for variance components
• Mean Square Efficiency of Estimators of Variance Components
• On admissible invariant estimators of variance components which dominate unbiased invariant estimators
• Properties of Model II--Type Analysis of Variance Tests, A: Optimum Nature of the F-Test for Model II in the Balanced Case
• Quadratic Subspaces and Completeness
• Simultaneous estimation in the multiparameter gamma distribution under weighted quadratic losses

Cited in

(3)

• A new procedure for the estimation of variance components
• scientific article; zbMATH DE number 7451116 (Why is no real title available?)
• Strictly positive estimators for variance components

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