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Improved estimators for simultaneous estimation of variance components

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  • Klonecki, Witold
  • Zontek, Stefan

Abstract

Simultaneous estimation of variance components under quadratic risk is discussed. The estimators considered are scale preserving and location invariant and permit a simple closed expression for risk. For several one-way random normal models, nonnegative estimators are constructed which are comparable to the maximum likelihood estimators and to some of Portnoy's (1971) estimators.

Suggested Citation

  • Klonecki, Witold & Zontek, Stefan, 1996. "Improved estimators for simultaneous estimation of variance components," Statistics & Probability Letters, Elsevier, vol. 29(1), pages 33-43, August.
    • Handle: RePEc:eee:stapro:v:29:y:1996:i:1:p:33-43
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