Bayesian Methods for Variance Component Models

DOI10.2307/2291669zbMath0885.62082OpenAlexW4231473875MaRDI QIDQ3129056

Unnamed Author, 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

empirical Bayesimportance samplingshrinkage estimatoranalysis of variancemarginal modehierarchical Bayesrisk functionjoint modeLaplacian \(T\) approximationmaximum component loss

Mathematics Subject Classification ID

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

Related Items (6)

A bayesian analysis of the intraclass correlations in the mixed linear model ⋮ Model selection via adaptive shrinkage with \(t\) priors ⋮ Estimation methods for the multivariate \(t\) distribution ⋮ A bayesian approach to a reliability problem: Theory, analysis and interesting numerics ⋮ Nonconjugate Bayesian Analysis of Variance Component Models ⋮ A contrast of EB, modal and EM-algorithm estimates arising in the one-way analysis of variance situation.

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