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On improved positive estimators of variance components. (English) Zbl 0794.62040
Dudewicz, E. J. (ed.) et al., Recent developments in estimation theory and related topics. Dedicated to the memory of V. Baumann. München: Oldenbourg. Suppl. Issues Stat. Decis. 3, 1-16 (1993).
Summary: For the “between” component of variance in the one way random effects model, the paper provides classes of nonnegative estimators improving on the usual unbiased (ANOVA) estimator which can take negative values. Within such classes, some better positive estimators are developed. Also for the “within” component of variance, a class of improved estimators is constructed which includes the generalized Bayes rule derived by S. Portnoy [Ann. Math. Stat. 42, 1379-1402 (1971; Zbl 0223.62016)].
For the entire collection see [Zbl 0779.00026].

MSC:
62J10 Analysis of variance and covariance (ANOVA)
62F10 Point estimation
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