Estimation of the ratio of variance components is considered for a balanced one-way random effects model. Problem arises as the readily available estimates can take negative values. Although there are some nonnegative estimates, they do not have any optimum property. Two different paths are followed to cope with this problem. In one way, a class of nonnegative estimates with improved MSE is considered by looking into the structure of the available estimates. In this context, a class of admissible nonnegative estimates is also characterized. In the other a class of nonanalytic estimates (truncated at zero) is formed. © 1992.

K DAS

University of Calcutta (informally known as Calcutta University or CU) is a collegiate public state university located in Kolkata, West Bengal, India.&nbsp;Within India it is recognized as a &quot;Five-Star University&quot; and accredited &quot;A&quot; Grade by National Assessment and Accreditation Council.

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The University of Calcutta has secured the Fifth position among the Universities of India in the prestigious &quot;Indian University Ranking 2019&quot; list, released by the NIRF of the Ministry of Human Resource Development, Government of India.

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It was established on 24 January 1857, and was one of the first institutions in Asia to be established as a multidisciplinary and Western-style university. Its alumni and faculty include several heads of state, heads of government, social reformers, prominent artists, only academy award winner and Dirac medal winner in India, many Fellows of the Royal Society and five Nobel laureates as of 2019 which is highest in South Asia.

University Of Calcutta

Improved estimation of the ratio of variance components for a balanced one-way random effects model

Statistics and Probability Letters

The problem of estimation of the ratio of variance components is considered from the invariance point of view. This approach actually paves the way for proving the inadmissibility of the optimal estimator developed by Loh (1986). A class of shrinkage estimators is also proposed. These estimators dominate the ML, REML and even in some cases, Bayes modal estimators, although this is not true for the optimal estimator. Numerical comparisons are made to establish the appealing behaviour of the proposed estimators. © 1990.

Journal	Statistics and Probability Letters
Publisher	-
ISSN	0167-7152