✦ LIBER ✦

On empirical Bayes estimation of variance components in random effects model

✍ Scribed by Laisheng Wei; Xiao Ding

Publisher: Elsevier Science
Year: 2004
Tongue: English
Weight: 319 KB
Volume: 123
Category: Article
ISSN: 0378-3758
DOI: 10.1016/s0378-3758(03)00152-6

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✦ Synopsis

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 asymptotically optimal and convergence rates are established. Finally, an example concerning the main results is given.

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