On admissible invariant estimators of variance components which dominate unbiased invariant estimators

DOI10.1080/02331888708802046zbMath0652.62064OpenAlexW2009691969MaRDI QIDQ3798079

Stefan Zontek, Witold Klonecki

Publication date: 1987

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888708802046

zbMATH Keywords

best unbiased estimatormixed linear modelsunbiased invariant quadratic estimatorsestimating variance componentsmatrix risk functionbetter than unbiased estimatorsexistence of admissible estimatorsinvariant quadratic admissible estimatorsrandom one-way analysis of variancerandom two-way ANOVA model

Mathematics Subject Classification ID

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

Related Items (3)

Improved estimators for simultaneous estimation of variance components ⋮ Strictly positive estimators for variance components ⋮ Limiting admissible estimators for variance components

Cites Work

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• Admissibility in linear estimation
• Invariant quadratic unbiased estimation for two variance components
• Quadratic estimation in mixed linear models with two variance components
• Bayes invariant quadratic estimators for variance components in linear models
• Invariant Quadratic Estimators in the Random, One-Way ANOVA Model

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