Formal Bayes Estimation with Application to a Random Effects Model

DOI10.1214/AOMS/1177693250MaRDI QIDQ5629017zbMATH OpenOpenAlexFDO

Authors Stephen Portnoy

Publication date 1971

Published in Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aoms/1177693250

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Admissibility in statistical decision theory (62C15) Minimax procedures in statistical decision theory (62C20)

Cited in

(13)

• Improved estimators for simultaneous estimation of variance components
• Bayesian reference prior analysis on the ratio of variances for the balanced one-way random effect model
• Reference priors for shrinkage and smoothing parameters
• Selection of the reference priors for a balanced random effects model
• Bayes, minimax and nonnegative estimators of variance components under Kullback-Leibler loss
• Variance components estimation for the balanced random effects model under mixed prior distributions
• Likelihood decision functions
• Shrinkage and modification techniques in estimation of variance and the related problems: A review
• A comparison of estimators of variance components in a two–way balanced crossed classification random effects model
• Nonexponential Applications of a Global Cramèr-Rao Inequality
• On modeling the correlation as an additional parameter in random effects model
• Strictly positive estimators for variance components
• On estimating the variance of a generalized Laplace distribution

This page was built for publication: Formal Bayes Estimation with Application to a Random Effects Model

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5629017)