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中国科学院大学学报 ›› 2005, Vol. 22 ›› Issue (5): 545-553.DOI: 10.7523/j.issn.2095-6134.2005.5.003

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双向分类随机效应模型中方差分量经验Bayes估计的收敛速度(英文)

王立春, 韦来生   

  1. 中国科学技术大学统计与金融系, 合肥 230026
  • 收稿日期:2004-06-07 修回日期:2004-11-23 发布日期:2005-09-15
  • 通讯作者: 韦来生,E-mail:lwei@ustc.edu.cn

Empirical Bayes Estimation of Variance Components in Two-Way Classification Random Effects Model

WANG Li-Chun, WEI Lai-Sheng   

  1. Department of Statistics and Finance, University of Science and Technology of China, Hefei 230026, China
  • Received:2004-06-07 Revised:2004-11-23 Published:2005-09-15
  • Supported by:

    supported by NSFC(19971085), the Doct oral Program Foundation of the Institute of High Education and the Special Foundation of Chinese Academy of Sciences

摘要:

本文在加权平方损失下导出了平衡的双向分类随机效应模型中方差分量的Bayes估计,并利用非参数方法构造了方差分量的经验Bayes(EB)估计.在适当的条件下证明了EB估计的收敛速度.最后,给出一个满足主要结果的例子.

关键词: 随机效应模型, 方差分量, Bayes估计, 经验Bayes估计, 收敛速度

Abstract:

Under weighted squared-error loss function, Bayes estimators of variance components are derived and empirical Bayes (EB) estimators are constructed by nonparametric method for balanced twoway classification random effects model. The convergence rates of EB estimators are established under suitable conditions. Finally, an example concerning the main result is given.

Key words: random effects model, variance components, Bayes estimators, empirical Bayes est imators, convergence rates

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