Decision-theoretic issues in heterogeneity variance estimation

DOI10.1007/S10463-015-0505-1MaRDI QIDQ287526zbMATHOpenAlexFDO

Authors Andrew L. Rukhin

Publication date 20 May 2016

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10463-015-0505-1

zbMATH Keywords

meta-analysisrandom effects modelBayes estimatorloss functionminimax valueStein phenomenon

Mathematics Subject Classification ID

Point estimation (62F10) Bayesian inference (62F15) Minimax procedures in statistical decision theory (62C20) General considerations in statistical decision theory (62C05) Admissibility in statistical decision theory (62C15)

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Cites work

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• scientific article; zbMATH DE number 699423 (Why is no real title available?)
• scientific article; zbMATH DE number 1086067 (Why is no real title available?)
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• Bayes estimators of heterogeneity variance and \(T\)-systems
• Estimation in restricted parameter spaces: a review
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• Minimax estimation of a lower‐bounded scale parameter of a gamma distribution for scale‐invariant squared‐error loss
• Minimax estimation of the mean of a normal distribution when the parameter space is restricted
• Minimaxity in Estimation of Restricted Parameters
• Nonexponential Applications of a Global Cramèr-Rao Inequality
• On improving on the minimum risk equivariant estimator of a scale parameter under a lower-bound constraint
• Restricted likelihood representation and decision-theoretic aspects of meta-analysis
• Sensitivity of minimaxity and admissibility in the estimation of a positive normal mean
• Shrinkage and modification techniques in estimation of variance and the related problems: A review
• Stein's Estimation Rule and Its Competitors--An Empirical Bayes Approach

Cited in

(5)

• Bayes estimators of heterogeneity variance and \(T\)-systems
• Restricted likelihood representation for multivariate heterogeneous random effects models
• On predictive density estimation for gamma models with parametric constraints
• Estimating heterogeneity variances to select a random effects model
• Estimating common mean and heterogeneity variance in two study case meta-analysis

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