On intra-class correlation coefficient estimation |
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Authors: | Nabendu Pal Wooi K Lim |
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Institution: | (1) Department of Mathematics, University of Louisiana at Lafayette, 70504 Lafayette, Louisiana, USA;(2) Department of Mathematics, William Paterson University, 07470 Wayne, New Jersey, USA |
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Abstract: | Consider the problem of estimating the intra-class correlation coefficient of a symmetric normal distribution. In a recent
article (Pal and Lim (1999)) it has been shown that the three popular estimators, namely—the maximum likelihood estimator
(MLE), the method of moments estimator (MME) and the unique minimum variance unbiased estimator (UMVUE), are second order
admissible under the squared error loss function. In this paper we study the performance of the above mentioned estimators
in terms of Pitman Nearness Criterion (PNC) as well as Stochastic Domination Criterion (SDC). We then apply the aforementioned
estimators to two real life data sets with moderate to large sample sizes, and bootstrap bias as well as mean squared errors
are computed to compare the estimators. In terms of overall performance the MME seems most appealing among the three estimators
considered here and this is the main contribution of our paper.
Formerly University of Southewestern Louisisna |
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Keywords: | symmetric normal distribution second order admissibility Pitman Nearness Criterion Stochastic Domination Criterion |
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