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  • Von Rosen, DietrichSwedish University of Agricultural Sciences,Sveriges lantbruksuniversitet,Institutionen för energi och teknik,Department of Energy and Technology (author)

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

  • Article/chapterEnglish2010

Publisher, publication year, extent ...

  • Informa UK Limited,2010
  • Taylor & Francis: STM, Behavioural Science and Public Health Titles,2024

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  • LIBRIS-ID:oai:slubar.slu.se:47763
  • https://res.slu.se/id/publ/47763URI
  • https://doi.org/10.1080/02331880903237106DOI

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  • Language:English
  • Summary in:English

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  • Subject category:ref swepub-contenttype
  • Subject category:art swepub-publicationtype

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  • 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.

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  • Sveriges lantbruksuniversitetInstitutionen för energi och teknik (creator_code:org_t)
  • Sveriges lantbruksuniversitet

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  • In:Statistics: Informa UK Limited44, s. 557-5690233-18881029-4910

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