Bayes equivariant estimators of variance components

DOI10.1007/BF02506320zbMath0218.62086OpenAlexW2069116650MaRDI QIDQ2546754

Shelemyahu Zacks

Publication date: 1970

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02506320

Mathematics Subject Classification ID

Analysis of variance and covariance (ANOVA) (62J10)

Related Items (3)

Improved estimation of variance components in mixed models ⋮ Strictly positive estimators for variance components ⋮ Bayes equivariant estimators in a crossed classification random effects model

Cites Work

• Inadmissibility of the usual estimator for the variance of a normal distribution with unknown mean
• On a General Concept of "In Probability"
• A paradox involving quasi prior distributions
• Bayesian analysis of random-effect models in the analysis of variance. I. Posterior distribution of variance-components
• A Special Group Structure and Equivariant Estimation
• Mean Square Efficiency of Estimators of Variance Components
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