Bayes, minimax and nonnegative estimators of variance components under Kullback-Leibler loss
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Publication:1973325
DOI10.1016/S0378-3758(99)00170-6zbMath0953.62066MaRDI QIDQ1973325
Yoshihiko Konno, A. K. Md. Ehsanes Saleh, Tatsuya Kubokawa
Publication date: 27 April 2000
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
empirical Bayes; variance components model; restricted maximum likelihood; generalized Bayes; balanced mixed linear model; ANOVA estimator; Kullback-Leibler information loss
62F10: Point estimation
62F15: Bayesian inference
62C20: Minimax procedures in statistical decision theory
62J10: Analysis of variance and covariance (ANOVA)
62C12: Empirical decision procedures; empirical Bayes procedures
Related Items
Uniformly minimum variance nonnegative quadratic unbiased estimation in a generalized growth curve model, On empirical Bayes estimation of variance components in random effects model, Strawderman-type estimators for a scale parameter with application to the exponential distribution, Estimation of the smallest normal variance with applications to variance components models, The Superiorities of Empirical Bayes Estimation of Variance Components in Random Effects Model
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