Empirical bayes estimation of variance components in balanced random models

DOI10.1080/00949658708810987zbMath0604.62065OpenAlexW2052173975MaRDI QIDQ3740838

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Publication date: 1987

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949658708810987

zbMATH Keywords

mean squared errorvariance componentsgeneral linear modelempirical Bayes estimatorssimulation studiesbalanced nested designminimum variance unbiased estimatorsbalanced random cross- classification design

Mathematics Subject Classification ID

Bayesian inference (62F15) Analysis of variance and covariance (ANOVA) (62J10) Probabilistic methods, stochastic differential equations (65C99)

Related Items (1)

A comparison of estimators of variance components in a two–way balanced crossed classification random effects model

Cites Work

• Estimation of a multivariate density
• A second bibliography on variance components
• Some empirical Bayes estimators allowing for varying error variances
• Maximum Likelihood Approaches to Variance Component Estimation and to Related Problems
• A Review of Some Non-parametric Methods of Density Estimation

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