MSE in Estimating Variance Components | ||||
| The Egyptian Statistical Journal | ||||
| Article 3, Volume 36, Issue 2, December 1992, Page 188-197 | ||||
| Document Type: Original Article | ||||
| DOI: 10.21608/esju.1992.314860 | ||||
 View on SCiNiTO | ||||
| Author | ||||
| A. M. Shaban | ||||
| 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 | ||||
|
Statistics Article View: 21 |
||||
