Optimal credibility estimation of random parameters in hierarchical random effect linear model

DOI10.1007/s11424-015-3202-5zbMath1327.93381OpenAlexW2294786510MaRDI QIDQ905144

Jing Fang, Xianyi Wu, Guo-ping Mei, Li-Min Wen

Publication date: 14 January 2016

Published in: Journal of Systems Science and Complexity (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11424-015-3202-5

zbMATH Keywords

random effecthierarchical linear modelcredibility estimatorBayes theory

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05) Hierarchical systems (93A13)

Cites Work

• Bayesian analysis of hierarchical linear mixed modeling using the multivariate \(t\) distribution
• The credibility premiums for models with dependence induced by common effects
• On asymptotic optimality in empirical Bayes credibility.
• A seemingly unrelated regression model in a credibility framework.
• A course in credibility theory and its applications
• Credibility ratemaking using collateral information
• Hierarchical credibility: analysis of a random effect linear model with nested classification
• Bayesian and Non-Bayesian Analysis of the Regression Model with Multivariate Student-t Error Terms
• The Empirical Bayes Approach to Statistical Decision Problems
• A generalized crossed classification credibility model
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