| 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(英文) |
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| 作者姓名： | 王立春 韦来生 |
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| 作者单位： | 中国科学技术大学统计与金融系, 合肥 230026 |
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| 摘 要： | 本文在加权平方损失下导出了平衡的双向分类随机效应模型中方差分量的Bayes估计,并利用非参数方法构造了方差分量的经验Bayes(EB)估计.在适当的条件下证明了EB估计的收敛速度.最后,给出一个满足主要结果的例子.
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| 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 |
| 收稿时间： | 2004-06-07 |
| 修稿时间： | 2004-11-23 |
Empirical Bayes Estimation of Variance Components in Two-Way Classification Random Effects Model |
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| Authors: | WANG Li-Chun WEI Lai-Sheng |
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| Institution: | Department of Statistics and Finance, University of Science and Technology of China, Hefei 230026, China |
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| 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. |
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| Keywords: | random effects model variance components Bayes estimators empirical Bayes est imators convergence rates |
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