MSE in Estimating Variance Components | ||
| The Egyptian Statistical Journal | ||
| Article 3, Volume 36, Issue 2, December 1992, Pages 188-197 PDF (9.3 M) | ||
| Document Type: Original Article | ||
| DOI: 10.21608/esju.1992.314860 | ||
| 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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