VARIANCE ESTIMATION IN THE ERROR COMPONENTS REGRESSION MODEL

DOI10.1081/STA-120013008zbMath1009.62077MaRDI QIDQ4792107

Guido Knapp

Publication date: 11 February 2003

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

zbMATH Keywords

time seriescross sectionsconfidence intervals on variance componentsnonnegative minimum biased variance estimationunbiased MSE estimates

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric tolerance and confidence regions (62F25)

Related Items

Models for Combining Results of Different Experiments: Retrospective and Prospective

Cites Work

• Unnamed Item
• Unnamed Item
• Nonnegative minimum biased invariant estimation in variance component models
• Estimation of linear models with crossed-error structure
• On the Lower Bound of Confidence Coefficients for a Confidence Interval on Variance Components
• On Non-Negative Quadratic Unbiased Estimation of Variance Components
• On linear statistical models of commutative quadratic type
• Best Nonnegative Invariant Partially Orthogonal Quadratic Estimation in Normal Regression
• A Note on Error Components Models
• Estimation of Variance and Covariance Components in Linear Models
• The Exact Finite Sample Properties of the Estimators of Coefficients in the Error Components Regression Models
• Quadratic Subspaces and Completeness