Nonnegative estimation of variance components in heteroscedastic one-way random effects ANOVA models

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

Ämnesord

NATURVETENSKAP  -- Matematik -- Sannolikhetsteori och statistik (hsv//swe)

NATURAL SCIENCES  -- Mathematics -- Probability Theory and Statistics (hsv//eng)

Nyckelord

Variance components

heteroscedastic one-way ANOVA

perturbed estimators

Mathematical statistics

Matematisk statistik

matematisk statistik

Mathematical Statistics

Publikations- och innehållstyp

vet (ämneskategori)

rap (ämneskategori)