In this article, we study the performance of the estimator that minimizes $L_{2k}- $ order loss function (for $ k \ge \; 2 )$ against the estimators which minimizes the $L_2-$ order loss function (or the least squares estimator). Commonly occurring examples illustrate the differences in...

This paper develops a test for intercept homogeneity in fixed effects one-way error component models assuming slope homogeneity. We show that the proposed test works equally well when intercepts are assumed to be either fixed (nonstochastic) or random. Moreover, this test can also be used to...