On the Robustness of Bayes Estimators of the Variance Ratio in Balanced One-Way ANOVA Models with Covariates

DOI10.1007/978-1-4612-3990-1_18zbMATH Open0840.62034OpenAlexW107155682MaRDI QIDQ4872944FDOQ4872944

Authors: Malay Ghosh, Robert M. Baskin 

Publication date: 16 April 1996

Published in: Statistical Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-1-4612-3990-1_18

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zbMATH Keywords

asymptotic normalityconsistencycovariatesrobustnessasymptotic variancemaximum likelihood estimatorscoverage probabilityasymptotic confidence intervalsvariance ratiorestricted maximum likelihood estimatorshierarchical Bayes estimatorsjackknifed estimatorsbalanced one-way ANOVA modelsHenderson-III method

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Bayesian inference (62F15) Analysis of variance and covariance (ANOVA) (62J10) Robustness and adaptive procedures (parametric inference) (62F35)

Cited In (4)

• Robust weighted one-way ANOVA: improved approximation and efficiency
• Bayesian reference prior analysis on the ratio of variances for the balanced one-way random effect model
• Robust Bayesian estimators in a one-way ANOVA model
• Hierarchical Bayes estimators of the error variance in one-way ANOVA models

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