MSE in Estimating Variance Components | ||||
The Egyptian Statistical Journal | ||||
Article 3, Volume 36, Issue 2, December 1992, Page 188-197 PDF (9.3 MB) | ||||
Document Type: Original Article | ||||
DOI: 10.21608/esju.1992.314860 | ||||
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Author | ||||
A. M. Shaban* | ||||
Dep.of Mathematics, Faculty of Science, Alexandria University, Alexandria, Egypt | ||||
Abstract | ||||
Best unbiased estimators for the variance of the MINQUE (Minimum Norm Quadratic Unbiased Estimators) and the MSE (Mean Square Error) of the PSD-MINQMBE (Positive Semi Definite- Minimum Norm Quadratic Unbiased Estimators), in estimating the variance components of the general variance components model are given. These estimators are discussed in the balanced one-way random effect model and are compared through the Monte Carlo method. | ||||
Keywords | ||||
MSE; MINQUE; PSD-MINOMBE | ||||
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