Empirical bayes quadratic estimators of variance components in normal linear models

DOI10.1080/02331888608801944zbMath0596.62070OpenAlexW2010065340MaRDI QIDQ3729852

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Publication date: 1986

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888608801944

zbMATH Keywords

Monte Carlo studyvariance componentsquadratic estimatorsMVUEminimum variance unbiased estimatorsBayes quadratic estimatorsEBQEempirical Bayes quadratic estimators

Mathematics Subject Classification ID

Bayesian inference (62F15) Linear inference, regression (62J99)

Related Items (2)

On empirical Bayes estimation of variance components in random effects model ⋮ The Superiorities of Empirical Bayes Estimation of Variance Components in Random Effects Model

Cites Work

• Minimum variance quadratic unbiased estimation of variance components
• A Note on Uniformly Best Unbiased Estimators for Variance Components
• Bayes invariant quadratic estimators for variance components in linear models
• Bates and best quadratic unbiased estimators for parameters of the covariance matrix in a normal linear model
• On Quadratic Estimates of Variance Components

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