Restricted likelihood representation and decision-theoretic aspects of meta-analysis
From MaRDI portal
Publication:470058
DOI10.3150/13-BEJ547zbMath1400.62025arXiv1311.3969MaRDI QIDQ470058
Publication date: 11 November 2014
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1311.3969
quadratic formsminimaxityStein phenomenonrandom-effects modelDerSimonian-Laird estimatorHedges estimatorMandel-Paule procedure
Point estimation (62F10) Parametric inference (62F99) General considerations in statistical decision theory (62C05)
Related Items (4)
Decision-theoretic issues in heterogeneity variance estimation ⋮ Bounds on elementary symmetric functions ⋮ Bayes estimators of heterogeneity variance and \(T\)-systems ⋮ Restricted likelihood representation and decision-theoretic aspects of meta-analysis
Cites Work
- Unnamed Item
- A unified minimax result for restricted parameter spaces
- Estimating common mean and heterogeneity variance in two study case meta-analysis
- Restricted likelihood representation and decision-theoretic aspects of meta-analysis
- Developments in decision-theoretic variance estimation. With comments and a rejoinder by the authors
- On improving on the minimum risk equivariant estimator of a scale parameter under a lower-bound constraint
- How does the DerSimonian and Laird procedure for random effects meta-analysis compare with its more efficient but harder to compute counterparts?
- Introduction to Meta‐Analysis
- Decomposition of Prediction Error
- Consensus Values and Weighting Factors
- Admissibility: Survey of a Concept in Progress
- Stein's Estimation Rule and Its Competitors--An Empirical Bayes Approach
- Inequalities: theory of majorization and its applications
This page was built for publication: Restricted likelihood representation and decision-theoretic aspects of meta-analysis
