Admissible Estimators of Variance Components Obtained Via Submodels
Witold Klonecki, Stefan Zontek
The Annals of Statistics · 1992 · Volume 20 · Issue 3
Abstract
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.
Keywords
62F10; 62J10; admissible estimation of variance components; invariant quadratic estimators; submodels; Unbalanced mixed linear models;
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