Nonnegative estimation of variance components in unbalanced mixed models with two variance components

DOI10.1016/0047-259X(92)90080-YzbMath0777.62072MaRDI QIDQ1261302

Thomas Mathew, Bimal Kumar Sinha, Brajendra Chandra Sutradhar

Publication date: 1 September 1993

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

tablesmean squared errorMINQUEsufficient conditionsrandom effectresidual sum of squarestestimatortwo variance componentsexperimental errorsnonnegative invariant quadratic estimatornonquadratic estimatorsone-way unbalanced ANOVA modeltreatment sum of squaresunbalanced mixed linear model

Mathematics Subject Classification ID

Analysis of variance and covariance (ANOVA) (62J10)

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Improvement of ANOVA estimators of variance components in block designs with random treatments ⋮ Simultaneous optimal estimates of fixed effects and variance components in the mixed model ⋮ Strawderman-type estimators for a scale parameter with application to the exponential distribution ⋮ Bootstrap inference on the variance component functions in the two-way random effects model with interaction ⋮ Estimation of the smallest normal variance with applications to variance components models ⋮ A multivariate approach for estimating the random effects variance component in one-way random effects model. ⋮ Pivotal estimation with applications for the intraclass correlation coefficient in the balanced one-way random effects model ⋮ Comparison of normal variance estimators under multiple criteria and towards a compromise estimator ⋮ Bayes, minimax and nonnegative estimators of variance components under Kullback-Leibler loss ⋮ Consistent nonnegative estimates of variance components ⋮ Improved nonnegative estimation of multivariate components of variance ⋮ Shrinkage and modification techniques in estimation of variance and the related problems: A review

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