For the one-way classification random model with unbalanced data, I compare five estimators of σ 2/a and σ 2/e the among and within-treatments variance components: Analysis of Variance (ANOVA), Minimum Norm Quadratic Unbiased Estimators (MINQUE) and the rest are non-negative estimators: the Positive Semi Definite Minimum Norm Quadratic Minimum Biased Estimators (PSD-MINOMBE), the Closest to MINQUE (CMINQUE) and the Closest to ANOVA (CANOVA) estimators. The estimators are compared through their biases and MSE's, which are estimated by the Monte Carlo simulation technique.
Shaban, A. (1994). Monte Carlo Comparison of Variance Components Estimators. The Egyptian Statistical Journal, 38(1), 106-114. doi: 10.21608/esju.1994.314818
MLA
A. M. Shaban. "Monte Carlo Comparison of Variance Components Estimators", The Egyptian Statistical Journal, 38, 1, 1994, 106-114. doi: 10.21608/esju.1994.314818
HARVARD
Shaban, A. (1994). 'Monte Carlo Comparison of Variance Components Estimators', The Egyptian Statistical Journal, 38(1), pp. 106-114. doi: 10.21608/esju.1994.314818
VANCOUVER
Shaban, A. Monte Carlo Comparison of Variance Components Estimators. The Egyptian Statistical Journal, 1994; 38(1): 106-114. doi: 10.21608/esju.1994.314818