Estimation of error variance in one-way random model

被引：2

作者：

Chiou, P

Han, CP

机构：

[1] LAMAR UNIV,DEPT MATH,BEAUMONT,TX 77710

[2] UNIV TEXAS,DEPT MATH,ARLINGTON,TX 76019

来源：

METRIKA | 1996年 / 44卷 / 01期

关键词：

preliminary-test estimator; regret function; minimax regret; weighting function estimator; relative efficiency; effective interval;

D O I：

10.1007/BF02614053

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

A preliminary-test estimator for the error variance in the one-way random model is considered. The optimum levels of significance for the preliminary test are obtained based on a regret function. A pooling procedure for estimating the error variance, based on weighting functions, is also considered. A comparison of these estimators is made.

引用

页码：41 / 51

页数：11

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