NONNEGATIVE ESTIMATION OF VARIANCE-COMPONENTS IN AN UNBALANCED ONE-WAY RANDOM EFFECTS MODEL

被引：4

作者：

HEINE, B ^{[1
]}

机构：

[1] UNIV DORTMUND,DEPT STAT,W-4600 DORTMUND 50,GERMANY

来源：

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 1993年 / 22卷 / 08期

关键词：

MINQUE AND NONNEGATIVE MINQMBE TYPE ESTIMATORS; UNEQUAL ERROR VARIANCES; BIASES AND MEAN SQUARED ERRORS; COMBINING RESULTS OF EXPERIMENTS;

D O I：

10.1080/03610929308831154

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

The unbalanced one way random effects model with unequal error variances is considered. Two different procedures of estimating the unknown variance components are presented. At first the minimum norm quadratic unbiased estimators are examined, whose realizations may become negative. Nonnegative minimum norm quadratic minimum biased estimators are also derived. The biases and the mean squared errors of these estimators are derived and compared.

引用

页码：2351 / 2372

页数：22

共 13 条

[1]

COCHRAN W. G., 1937, J. Roy. Statist. Soc. 1937., (Suppl.), V4, P102

[2] THE COMBINATION OF ESTIMATES FROM DIFFERENT EXPERIMENTS [J].