中国科学院研究生院学报2005,Vol.22Issue(5):545-553,9.
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
Empirical Bayes Estimation of Variance Components in Two-Way Classification Random Effects Model
摘要
Abstract
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.关键词
随机效应模型/方差分量/Bayes估计/经验Bayes估计/收敛速度Key words
random effects model/variance components/Bayes estimators/empirical Bayes estimators/convergence rates分类
数理科学引用本文复制引用
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[J].中国科学院研究生院学报,2005,22(5):545-553,9.基金项目
supported by NSFC(19971085) ,the Doctoral Program Foundation of the Institute of High Education and the Special Foundation of Chinese Academy of Sciences (19971085)