A new procedure for the estimation of variance components
For the estimation of variance components in the one way random effects models, we propose some estimators which avoid negative and zero estimates of the variance component, a well-known problem with customary estimators such as the maximum likelihood or the restricted maximum likelihood estimators. The proposed estimators are shown to have lower mean squared error than the customary estimators over a large range of the parameter space. This is also exhibited in a Monte Carlo study. Extensions of the proposed procedure to more complex situations are also discussed.
- Nonnegative estimation of variance components in an unbalanced one way random effects model
- Improved Estimators for Ratios of Variance Components
- Some practical estimation procedures for variance components.
- Non-negative estimation of variance components in heteroscedastic one-way random-effects ANOVA models
- Improved estimators for simultaneous estimation of variance components
- A Comparison of Variance Component Estimators
- Bayesian procedures for detecting a change in a sequence of random variables
- scientific article; zbMATH DE number 3347516 (Why is no real title available?)
- Improved Estimators for Ratios of Variance Components
- Maximum Likelihood Approaches to Variance Component Estimation and to Related Problems
- Monte Carlo Comparison of ANOVA, MIVQUE, REML, and ML Estimators of Variance Components
- Properties of Model II--Type Analysis of Variance Tests, A: Optimum Nature of the F-Test for Model II in the Balanced Case
- Restricted Maximum Likelihood (REML) Estimation of Variance Components in the Mixed Model
- The Problem of Negative Estimates of Variance Components
- Computation of variance components by the MINQUE method
- Some practical estimation procedures for variance components.
- A multivariate approach for estimating the random effects variance component in one-way random effects model.
- Improved nonnegative estimation of multivariate components of variance
- An overview of variance component estimation
- Bayes, minimax and nonnegative estimators of variance components under Kullback-Leibler loss
- On drawbacks of least squares Lehmann-Scheffé estimation of variance components
- Improved Estimators for Ratios of Variance Components
- Nonparametric estimation in one-way random effects models
- Numerical Study of Small Sample Variances of Estimators of Variance Components in the Two-Way Factorial Model
- New estimation of variance components in two-way classification model with random effects
- A second bibliography on variance components
- scientific article; zbMATH DE number 4011697 (Why is no real title available?)
- scientific article; zbMATH DE number 1293595 (Why is no real title available?)
- Nonnegative estimation of variance components in an unbalanced one way random effects model
- scientific article; zbMATH DE number 1058073 (Why is no real title available?)
- Estimating Variance Components by Using Survey Data
- An Alternative Method for Estimating the Variance Components in a Replicated Crossover Study
- scientific article; zbMATH DE number 7155585 (Why is no real title available?)
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