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Bayes equivariant estimators in a crossed classification random effects model

โœ Scribed by Hardeo Sahai


Book ID
105602234
Publisher
Springer Japan
Year
1975
Tongue
English
Weight
257 KB
Volume
27
Category
Article
ISSN
0020-3157

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On empirical Bayes estimation of varianc
โœ Laisheng Wei; Xiao Ding ๐Ÿ“‚ Article ๐Ÿ“… 2004 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 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