Strictly positive estimators for variance components

DOI10.1016/0378-3758(93)90127-RMaRDI QIDQ689392zbMATH OpenWikidataFDO

Authors M. C. Fu

Publication date 2 December 1993

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

zbMATH Keywords

riskquadratic loss functionlocation invariant estimatorsbalanced two-way layout random effects normal modelminimal complete classscale preservingsimultaneous estimation of variance componentsstrictly positive estimators

Mathematics Subject Classification ID

Analysis of variance and covariance (ANOVA) (62J10) Statistical tables (62Q05) Complete class results in statistical decision theory (62C07) Admissibility in statistical decision theory (62C15)

Recommendations

• Improved estimators for simultaneous estimation of variance components
• scientific article; zbMATH DE number 503311
• On admissible invariant estimators of variance components which dominate unbiased invariant estimators
• scientific article; zbMATH DE number 1559109
• scientific article; zbMATH DE number 472981

Cites work

• Admissibility in linear estimation
• All admissible linear estimators of the vector of gamma scale parameters with application to random effects models
• Bayes equivariant estimators of variance components
• Formal Bayes Estimation with Application to a Random Effects Model
• Mean Square Efficiency of Estimators of Variance Components
• On admissible invariant estimators of variance components which dominate unbiased invariant estimators
• Simultaneous estimation in the multiparameter gamma distribution under weighted quadratic losses

This page was built for publication: Strictly positive estimators for variance components

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q689392)