Nonnegative estimation of variance components in heteroscedastic one-way random effects ANOVA models
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
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.
Variance components, heteroscedastic one-way ANOVA, perturbed estimators
Probability Theory and Statistics
IdentifiersURN: urn:nbn:se:su:diva-7232OAI: oai:DiVA.org:su-7232DiVA: diva2:197893