ADMISSIBLE ESTIMATORS OF VARIANCE-COMPONENTS OBTAINED VIA SUBMODELS

被引：4

作者：

KLONECKI, W ^{[1
]}

ZONTEK, S ^{[1
]}

机构：

[1] POLISH ACAD SCI,INST MATH,PL-51617 WROCLAW,POLAND

来源：

ANNALS OF STATISTICS | 1992年 / 20卷 / 03期

关键词：

UNBALANCED MIXED LINEAR MODELS; INVARIANT QUADRATIC ESTIMATORS; ADMISSIBLE ESTIMATION OF VARIANCE COMPONENTS; SUBMODELS;

D O I：

10.1214/aos/1176348778

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：

Simultaneous estimation of the vector of variance components under unbalanced mixed models w.r.t. the ordinary quadratic lose function is considered. A new method of constructing invariant quadratic admissible estimators, both with and without the condition of unbiasedness, is presented. Using this method, admissible estimators for the factorial models with imbalance at the last stage and the unbalanced (p - 1)-way nested factors design are constructed.

引用

页码：1454 / 1467

页数：14

共 21 条

[1] ALL ADMISSIBLE LINEAR ESTIMATORS OF THE VECTOR OF GAMMA-SCALE PARAMETERS WITH APPLICATION TO RANDOM EFFECTS MODELS [J].