A short-cut method for computing positive variance component estimates

Joachim Hartung

No 1999,33, Technical Reports from Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen

Abstract: 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.

Keywords: Variance components; Minque; positive Minque; Invariance; approximate unbiased positive variance estimates (search for similar items in EconPapers)
Date: 1999
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Persistent link: https://EconPapers.repec.org/RePEc:zbw:sfb475:199933

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