Bayesian Methods for Variance Component Models

DOI10.2307/2291669MaRDI QIDQ3129056zbMATH OpenOpenAlexFDO

Authors Li Sun, John S. J. Hsu, Thomas Leonard

Publication date 27 April 1997

Full work available at URL https://doi.org/10.2307/2291669

zbMATH Keywords

importance samplingempirical Bayesanalysis of variancehierarchical Bayesshrinkage estimatorrisk functionjoint modeLaplacian \(T\) approximationmarginal modemaximum component loss

Mathematics Subject Classification ID

Bayesian inference (62F15) Analysis of variance and covariance (ANOVA) (62J10)

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(12)

• A bayesian approach to a reliability problem: Theory, analysis and interesting numerics
• A bayesian analysis of the intraclass correlations in the mixed linear model
• Point estimates for variance-structure parameters in Bayesian analysis of hierarchical models
• Exact bayesian inference for normal hierarchical models
• Computation of reference Bayesian inference for variance components in longitudinal studies
• Black Box Variational Bayesian Model Averaging
• Nonconjugate Bayesian Analysis of Variance Component Models
• Model selection via adaptive shrinkage with \(t\) priors
• A contrast of EB, modal and EM-algorithm estimates arising in the one-way analysis of variance situation.
• Estimation methods for the multivariate \(t\) distribution
• Bayes Factors and Approximations for Variance Component Models
• The Bayes rule of the variance parameter of the hierarchical normal and inverse gamma model under Stein's loss

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