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On admissible invariant estimators of variance components which dominate unbiased invariant estimators

 

作者: W. Klonecki,   S. Zontek,  

 

期刊: Statistics  (Taylor Available online 1987)
卷期: Volume 18, issue 4  

页码: 483-498

 

ISSN:0233-1888

 

年代: 1987

 

DOI:10.1080/02331888708802046

 

出版商: Akademie-Verlag

 

关键词: 62 J 05;Variance components;matrix risk function;admissible invariant estimators;admissible estimators better than unbiased estimators

 

数据来源: Taylor

 

摘要:

A characterization of admissible invariant quadratic estimators for linear combinations of variance components for mixed linear models is established.This allows us to construct for the balanced random, one–way ANOVA model, as well as for some other mixed linear models, admissible estimators which are also better than the best unbiased estimator with respect to the matrix risk function. Admissible estimators better than the best unbiased estimator may be used to construt admissible estimators which dominate the unbiased estimators for any parametric function of the variance components.

 

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