A new procedure for the estimation of variance components

DOI10.1016/0167-7152(88)90012-0zbMath0629.62067OpenAlexW1998468911MaRDI QIDQ1094048

Shein-Chung Chow, Jun Shao

Publication date: 1988

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

Full work available at URL: https://doi.org/10.1016/0167-7152(88)90012-0

zbMATH Keywords

mean squared errorMonte Carlo studymaximum likelihoodestimation of variance componentsone way random effects modelsrestricted maximum likelihood estimators

Mathematics Subject Classification ID

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

Related Items (2)

A multivariate approach for estimating the random effects variance component in one-way random effects model. ⋮ Bayes, minimax and nonnegative estimators of variance components under Kullback-Leibler loss

Cites Work

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• Bayesian procedures for detecting a change in a sequence of random variables
• Improved Estimators for Ratios of Variance Components
• Monte Carlo Comparison of ANOVA, MIVQUE, REML, and ML Estimators of Variance Components
• The Problem of Negative Estimates of Variance Components
• Restricted Maximum Likelihood (REML) Estimation of Variance Components in the Mixed Model
• A Comparison of Variance Component Estimators
• Maximum Likelihood Approaches to Variance Component Estimation and to Related Problems
• Properties of Model II--Type Analysis of Variance Tests, A: Optimum Nature of the $F$-Test for Model II in the Balanced Case

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