A short-cut method for computing positive variance component estimates

In a general variance component model with positive variance components a short-cut method is presented that yields almost everywhere for these components positive estimators that are invariant with respect to mean value translation and stay near the unbiasedness.

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Year of publication:	1999
Authors:	Hartung, Joachim
Institutions:	Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund
Subject:	Variance components \| Minque \| positive Minque \| Invariance \| approximate unbiased positive variance estimates

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Extent:	application/pdf
Series:	Technical Reports.
Type of publication:	Book / Working Paper
Notes:	Number 1999,33
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010982351