On empirical Bayes estimation of varianc
โ
Laisheng Wei; Xiao Ding
๐
Article
๐
2004
๐
Elsevier Science
๐
English
โ 319 KB
In this paper, Bayes estimators of variance components are derived for the one-way random e ects model, and empirical Bayes (EB) estimators are constructed by the kernel estimation method of a multivariate density and its mixed partial derivatives. It is shown that the EB estimators are asymptotical