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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