Pages that link to "Item:Q449828"
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The following pages link to Estimating random effects via adjustment for density maximization (Q449828):
Displayed 10 items.
- A new adjusted maximum likelihood method for the Fay-Herriot small area model (Q392088) (← links)
- A second-order efficient empirical Bayes confidence interval (Q464179) (← links)
- Posterior propriety for hierarchical models with log-likelihoods that have norm bounds (Q516487) (← links)
- Estimating variance of random effects to solve multiple problems simultaneously (Q2413607) (← links)
- A nondegenerate penalized likelihood estimator for variance parameters in multilevel models (Q2452355) (← links)
- Shrinkage estimation in multilevel normal models (Q2634658) (← links)
- Modeling Random Effects Using Global–Local Shrinkage Priors in Small Area Estimation (Q3121171) (← links)
- Selection of Prior for the Variance Component and Approximations for Posterior Moments in the Fay-Herriot Model (Q4628544) (← links)
- Empirical Bayes Confidence Intervals for Selected Parameters in High-Dimensional Data (Q5327290) (← links)
- Multi-Goal Prior Selection: A Way to Reconcile Bayesian and Classical Approaches for Random Effects Models (Q6044636) (← links)