Bayes, minimax and nonnegative estimators of variance components under Kullback-Leibler loss

DOI10.1016/S0378-3758(99)00170-6zbMath0953.62066OpenAlexW2056419582MaRDI 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)

Full work available at URL: https://doi.org/10.1016/s0378-3758(99)00170-6

zbMATH Keywords

empirical Bayesvariance components modelrestricted maximum likelihoodgeneralized Bayesbalanced mixed linear modelANOVA estimatorKullback-Leibler information loss

Mathematics Subject Classification ID

Point estimation (62F10) Bayesian inference (62F15) Minimax procedures in statistical decision theory (62C20) Analysis of variance and covariance (ANOVA) (62J10) Empirical decision procedures; empirical Bayes procedures (62C12)

Related Items (6)

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 ⋮ Linear approximate Bayes estimator for variance components in random effects model* ⋮ Uniformly minimum variance nonnegative quadratic unbiased estimation in a generalized growth curve model ⋮ The Superiorities of Empirical Bayes Estimation of Variance Components in Random Effects Model

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