Mean Square Efficiency of Estimators of Variance Components
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(25)- Likelihood decision functions
- Bayes equivariant estimators in a crossed classification random effects model
- Strictly positive estimators for variance components
- Improved estimation of variance components in mixed models
- Nonnegative estimation of variance components in unbalanced mixed models with two variance components
- Estimation of the smallest normal variance with applications to variance components models
- Some practical estimation procedures for variance components.
- The modification of confidence intervals for variance components in one-way random model using Stein's approach
- Improved estimators for simultaneous estimation of variance components
- On the inefficiency of the restricted maximum likelihood
- Bayes equivariant estimators of variance components
- Improved estimation of the disturbance variance in a linear regression model
- A comparison of estimators of variance components in a two–way balanced crossed classification random effects model
- Improved estimation of variance components in balanced hierarchical mixed models
- Reference priors for shrinkage and smoothing parameters
- Inadmissibility of an estimator for the ratio of variance components
- Estimation of the variance in a normal population after the one-sided pre-test for the mean
- A conversation with Shelemyahu Zacks
- Improved estimation of the ratio of variance components for a balanced one-way random effects model
- Maximum likelihood estimation of variance components-a Monte Carlo study
- Limiting admissible estimators for variance components
- Bayesian inference and the classical test theory model: Reliability and true scores
- Improved estimation of a patterned covariance matrix
- On admissibility in various classes of quadratic estimators
- Designs for Variance Components Estimation: Past and Present
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