Simultaneous estimation of the vector of variance components under unbalanced mixed models w.r.t. the ordinary quadratic loss 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.
Publié le : 1992-09-14
Classification:
Unbalanced mixed linear models,
invariant quadratic estimators,
admissible estimation of variance components,
submodels,
62F10,
62J10
@article{1176348778,
author = {Klonecki, Witold and Zontek, Stefan},
title = {Admissible Estimators of Variance Components Obtained Via Submodels},
journal = {Ann. Statist.},
volume = {20},
number = {1},
year = {1992},
pages = { 1454-1467},
language = {en},
url = {http://dml.mathdoc.fr/item/1176348778}
}
Klonecki, Witold; Zontek, Stefan. Admissible Estimators of Variance Components Obtained Via Submodels. Ann. Statist., Tome 20 (1992) no. 1, pp. 1454-1467. http://gdmltest.u-ga.fr/item/1176348778/