ADMISSIBLE ESTIMATORS OF VARIANCE-COMPONENTS OBTAINED VIA SUBMODELS

• 成果类型: Article
• 署名作者: KLONECKI, W; ZONTEK, S
• 署名单位: Polish Academy of Sciences; Institute of Mathematics of the Polish Academy of Sciences
• 刊物名称: ANNALS OF STATISTICS
• ISSN/ISSBN: 0090-5364
• DOI: 10.1214/aos/1176348778
• 发表日期: 1992
• 页码: 1454-1467
• 关键词: models

摘要

Simultaneous estimation of the vector of variance components under unbalanced mixed models w.r.t. the ordinary quadratic lose 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.