Back to Search Start Over

On geometry of the set of admissible invariant quadratic estimators in balanced two variance components model.

Authors :
Neumann, Konrad
Zontek, Stefan
Source :
Statistical Papers; Jan2004, Vol. 45 Issue 1, p67-80, 14p, 1 Diagram, 2 Charts, 7 Graphs
Publication Year :
2004

Abstract

Two variance components model for which each invariant quadratic admissible estimator of a linear function of variance components (under quadratic loss function) is a linear combination of two quadratic forms, Z<subscript>1</subscript>, Z<subscript>2</subscript>, say, is considered. A set D = {(d<subscript>1</subscript>, d<subscript>2</subscript>)' : d<subscript>1</subscript>Z<subscript>1</subscript> + d<subscript>2</subscript>Z<subscript>2</subscript> is admissible} is described by giving formulae on the boundary of D. Different forms of the set D are presented on figures. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
09325026
Volume :
45
Issue :
1
Database :
Complementary Index
Journal :
Statistical Papers
Publication Type :
Academic Journal
Accession number :
13127514
Full Text :
https://doi.org/10.1007/BF02778270