Improved estimators for simultaneous estimation of variance components

DOI10.1016/0167-7152(95)00153-0zbMath1059.62519OpenAlexW2050524742MaRDI QIDQ1126125

Stefan Zontek, Witold Klonecki

Publication date: 1996

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

Full work available at URL: https://doi.org/10.1016/0167-7152(95)00153-0

zbMATH Keywords

Bayesian estimatorsVariance componentsImproved estimatorsQuadratic risk function

Mathematics Subject Classification ID

Point estimation (62F10) Analysis of variance and covariance (ANOVA) (62J10)

Cites Work

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• Simultaneous estimation in the multiparameter gamma distribution under weighted quadratic losses
• All admissible linear estimators of the vector of gamma scale parameters with application to random effects models
• Admissibility in linear estimation
• Limiting admissible estimators for variance components
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• Invariant Quadratic Estimators in the Random, One-Way ANOVA Model
• Bayesian analysis of a three-component hierarchical design model
• Mean Square Efficiency of Estimators of Variance Components
• Formal Bayes Estimation with Application to a Random Effects Model
• Quadratic Subspaces and Completeness
• 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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