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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.

 

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