A Modification of the Combined Estimator of Inter- and Intra-Block Estimators under an Arbitrary Convex Loss Function

  • Lee, Young-Jo (Department of Statistics, Hallym University, Chunchon)
  • Published : 1987.06.01

Abstract

The combined estimator of inter- and intra-block estimators in incomplete block designs can be expressed as a weighted average of two location estimators. The weight should be between 0 and 1. However, the negative variance component estimate could result in the weight being negative or larger than 1. In this paper, we show that if two location estimators have symmetric unimodal distributions, truncating the weight to 0 or 1 accordingly improves the combined estimator under an arbitrary convex loss function.

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