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Empirical bayes quadratic estimators of variance components in normal linear models

 

作者: S. M. Mostafa,   R. Ahmad,  

 

期刊: Statistics  (Taylor Available online 1986)
卷期: Volume 17, issue 3  

页码: 337-348

 

ISSN:0233-1888

 

年代: 1986

 

DOI:10.1080/02331888608801944

 

出版商: Akademie-Verlag

 

关键词: AMS 1980 subject classification;Primary 62J99;secondary 62F15;Variance components;empirical Bayes quadratic estimators;MVUE

 

数据来源: Taylor

 

摘要:

For the classes of all quadratic estimators and all quadratic estimators with their expected value independent of a fixed effect vector parameter, we propose the Bayes quadratic estimators. When one estimates unknown prior distribution from relevant data the resulting estimators are called empirical Bayes quadratic estimators (EBQE). To illustrate the development, a Monte Carlo study is carried out to compare EBQE and MVUE for three models of common practical interest. It turns out that EBQE have some advantages over MVUE, To illustrate the proposed technique we apply the new method to two real data sets

 

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