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
Publisher:	Dortmund : Universität Dortmund, Sonderforschungsbereich 475 - Komplexitätsreduktion in Multivariaten Datenstrukturen
Subject:	Variance components \| Minque \| positive Minque \| Invariance \| approximate unbiased positive variance estimates

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Series:	Technical Report ; 1999,33
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Working Paper
Language:	English
Other identifiers:	767877756 [GVK] hdl:10419/77333 [Handle] RePEc:zbw:sfb475:199933 [RePEc]
Source:	EconStor

Persistent link: https://www.econbiz.de/10010316676