Improved estimation of the ratio of variance components for a balanced one-way random effects model (Q1186035)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Improved estimation of the ratio of variance components for a balanced one-way random effects model |
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Improved estimation of the ratio of variance components for a balanced one-way random effects model (English)
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28 June 1992
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The purpose of the author is to find some good nonnegative estimates of ratios of variance components, which are better than the usual estimates. Some necessary and sufficient conditions for existence of a nonnegative estimate that has uniformly smaller mean square error than an unbiased estimator are obtained. The author also obtains an improved nonnegative estimate by minimizing the risk in a certain class of estimates truncated at zero.
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balanced one-way random effects model
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optimality
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equivariance
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smooth estimates
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nonnegative estimates of ratios of variance components
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mean square error
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