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Nonnegative estimation of variance components in heteroscedastic one-way random effects ANOVA models
Stockholm University, Faculty of Social Sciences, Department of Statistics.
2007 (English)In: Research Report, Centre of Biostochastics, Swedish University of Agricultural Sciences, ISSN 1651-8543, no 1, 1-16 p.Article in journal (Refereed) Published
Abstract [en]

There is considerable amount of literature dealing with inference about the parameters in a heteroscedastic one-way random e®ects ANOVA model. In this paper we primarily address the problem of improved quadratic estimation of the random e®ect variance component. It turns out that such estimators with a smaller MSE compared to some standard unbiased quadratic estimators exist under quite general conditions. Improved estimators of the error variance components are also established.

Place, publisher, year, edition, pages
Stockholm: Statistiska institutionen , 2007. no 1, 1-16 p.
Keyword [en]
Variance components, heteroscedastic one-way ANOVA, perturbed estimators
National Category
Probability Theory and Statistics
Identifiers
URN: urn:nbn:se:su:diva-7232OAI: oai:DiVA.org:su-7232DiVA: diva2:197893
Available from: 2007-11-27 Created: 2007-11-27 Last updated: 2011-01-11Bibliographically approved

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