von Rosen, Dietrich
- Department of Energy and Technology, Swedish University of Agricultural Sciences
Research article2010Peer reviewedOpen access
Mathew, Thomas; Nahtman, Tatjana; Von Rosen, Dietrich; Sinha, Bimal K.
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.
variance component estimation; smallest MSE; unbalanced one-way model; random parameters
Statistics
2010, Volume: 44, number: 6, pages: 557-569
Publisher: TAYLOR & FRANCIS LTD
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DOI: https://doi.org/10.1080/02331880903237106
https://res.slu.se/id/publ/47763