On the nonexistence of a global nonnegative minimum bias invariant quadratic estimator of variance components

DOI10.1016/0167-7152(94)00213-RMaRDI QIDQ1907899zbMATH OpenFDO

Authors Sujuan Gao, T. M. F. Smith

Publication date 13 February 1996

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

zbMATH Keywords

variance componentsglobal minimum biaslocal minimum biasnonnegative invariant quadratic estimation

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Analysis of variance and covariance (ANOVA) (62J10)

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• Nonnegative minimum biased invariant estimation in variance component models
• On Non-Negative Quadratic Unbiased Estimation of Variance Components
• On the existence of unbiased nonnegative estimates of variance covariance components
• The Existence of Asymptotically Unbiased Nonnegative Quadratic Estimates of Variance Components in ANOVA Models
• Three modifications of the principle of the minque

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