Linear approximate Bayes estimator for variance components in random effects model*

DOI10.1080/03610918.2018.1498887MaRDI QIDQ5088047zbMATH OpenOpenAlexFDO

Authors Shanshan Yin, Li-Chun Wang

Publication date 4 July 2022

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918.2018.1498887

zbMATH Keywords

random effects modelvariance componentsLindley's approximationmean squared error matrixlinear approximate Bayes estimator

Mathematics Subject Classification ID

Statistics (62-XX)

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Cites work

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• A new estimate of the parameters in linear mixed models
• Accurate Approximations for Posterior Moments and Marginal Densities
• Bayes invariant quadratic estimators for variance components in linear models
• Bayes, minimax and nonnegative estimators of variance components under Kullback-Leibler loss
• Bayesian estimation for the exponentiated Weibull model under type II progressive censoring
• Computation of reference Bayesian inference for variance components in longitudinal studies
• Linear Bayes estimator for the two-parameter exponential family under type II censoring
• Linear Statistical Inference and its Applications
• Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images
• The superiorities of Bayes linear unbiased estimation in partitioned linear model

Cited in

(2)

• Estimation of structural parameters in balanced Bühlmann credibility model with correlation risk
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