Bayes estimators of heterogeneity variance and T-systems

DOI10.1016/J.JSPI.2013.12.013zbMATH Open1297.62058OpenAlexW2042388023MaRDI QIDQ460660FDOQ460660

Authors: Andrew L. Rukhin 

Publication date: 13 October 2014

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2013.12.013

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zbMATH Keywords

Stieltjes transformmeta-analysisLaguerre polynomialsquadrature formulasminimaxityDirichlet averagescurved exponential family

Mathematics Subject Classification ID

Bayesian inference (62F15)

Cites Work

• NIST digital library of mathematical functions
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• Estimating Heterogeneity Variance in Meta-Analysis
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• Stein's Estimation Rule and Its Competitors--An Empirical Bayes Approach
• 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
• Nonexponential Applications of a Global Cramèr-Rao Inequality
• Improving on inadmissible estimators in continuous exponential families with applications to simultaneous estimation of gamma scale parameters
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• Estimating common mean and heterogeneity variance in two study case meta-analysis
• Simultaneous estimation in the multiparameter gamma distribution under weighted quadratic losses
• Admissible and minimax multiparameter estimation in exponential families
• Estimating negative variance components from Gaussian and non-Gaussian data: a mixed models approach
• On Unbiased Estimation of Positive Integral Powers of the Natural Parameter in Exponential Families
• Lower bounds on Bayes risks for estimating a normal variance: With applications

Cited In (1)

• Decision-theoretic issues in heterogeneity variance estimation

Uses Software

• Digital Library of Mathematical Functions

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