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

analysis of varianceempirical Bayeshierarchical Bayesimportance samplingjoint modeLaplacian \(T\) approximationmarginal modemaximum component lossrisk functionshrinkage estimator

Mathematics Subject Classification ID

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

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(13)

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

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