Article ID Journal Published Year Pages File Type
5129664 Statistics & Probability Letters 2017 8 Pages PDF
Abstract

It is proved that improved point and interval estimators for the smallest normal variance can be directly obtained from the unrestricted normal variance estimation counterparts. Applications to estimating the error variance in general random or mixed effects models are given.

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Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
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Estimation of the smallest normal variance with applications to variance components models
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