Interval estimation of the mean in a two-stage nested model

DOI10.1080/00949650008812049zbMath0961.62023OpenAlexW2053668728MaRDI QIDQ2703005

Mohamed Y. El-Bassiouni, M. E. M. Abdelhafez

Publication date: 5 June 2001

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949650008812049

zbMATH Keywords

confidence intervalsbootstrap estimationlinear estimatorsvariance componentsnonlinear estimatorsSatterthwaite approximationsunbalanced two-stage nested modelsvariance-bias correction

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Bootstrap, jackknife and other resampling methods (62F40) Analysis of variance and covariance (ANOVA) (62J10)

Related Items (3)

Value at risk and efficiency under dependence and heavy-tailedness: models with common shocks ⋮ Adaptive interval estimation in one-way random effects models ⋮ The present status of confidence interval estimation for one-factor random models

Cites Work

• Interval estimation for the unbalanced case of the one-way random effects model
• Approximations for Standard Errors of Estimators of Fixed and Random Effect in Mixed Linear Models
• Better Bootstrap Confidence Intervals
• An Efficient Estimator of the Mean in a Two-Stage Nested Model
• On Two Measures of Unbalancedness in a One‐Way Model and Their Relation to Efficiency
• Maximum Likelihood Approaches to Variance Component Estimation and to Related Problems
• Invariant Quadratic Estimators in the Random, One-Way ANOVA Model
• Minimum Variance Quadratic Unbiased Estimation (MIVQUE) of Variance Components
• The Combination of Estimates from Different Experiments
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