A note on non-negative minimum bias MINQE in variance components model

Yogendra P. Chaubey

Statistics & Probability Letters, 1991, vol. 11, issue 5, 395-397

Abstract: In this note it is shown that the minimum bias non-negative minimum norm quadratic estimator of a variance component in a general variance components model considered by Hartung (1981) can be used to obtain estimators which consider minimizing weighted Euclidean norm considered by C.R. Rao (1972) in this context rather than just the Euclidean norm of a matrix. The latter arises more naturally for minimizing the Euclidean norm of the matrix which represents the discrepancy between the 'natural' and the proposed estimator. The latter norm also incorporates the problem of considering the a priori assigned values of variance components.

Keywords: Minimum; bias; non-negative; estimator; weighted; norm; general; variance; components; model; natural; unbiased; estimator (search for similar items in EconPapers)
Date: 1991
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