Empirical Bayes Estimation of Variance Components in Two-Way Classification Random Effects Model
Received date: 2004-06-07
Revised date: 2004-11-23
Online 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
王立春 , 韦来生 . 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)[J]. 中国科学院大学学报, 2005 , 22(5) : 545 -553 . DOI: 10.7523/j.issn.2095-6134.2005.5.003
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.
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