Mean Square Efficiency of Estimators of Variance Components
作者:
J.H. Klotz,
R.C. Milton,
S. Zacks,
期刊:
Journal of the American Statistical Association
(Taylor Available online 1969)
卷期:
Volume 64,
issue 328
页码: 1383-1402
ISSN:0162-1459
年代: 1969
DOI:10.1080/01621459.1969.10501064
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
Various estimators of components of variance for the balanced one way layout are compared using mean squared error as a measure of performance. Several modifications of the maximum likelihood estimator and several formal Bayes estimators are compared and mean square error relationships are given. Inadmissibility is established for a large class of translation and scale invariant estimators. Numerical results are tabled and graphed to exhibit the relative efficiency of the estimators considered.
点击下载:
PDF (1556KB)
返 回