| 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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| 引用本文： | 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（英文）[J].中国科学院研究生院学报,2005,1(5):545-553. |
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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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| 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 |
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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 |
| 文章编号： | 1002-1175(2005)05-0545-09 |
| 修稿时间： | 2004年6月7日 |
Empirical Bayes Estimation of Variance Components in Two-Way Classification Random Effects Model |
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| WANG Li-Chun,WEI Lai-Sheng.Empirical Bayes Estimation of Variance Components in Two-Way Classification Random Effects Model[J].Journal of the Graduate School of the Chinese Academy of Sciences,2005,1(5):545-553. |
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| Authors: | WANG Li-Chun WEI Lai-Sheng |
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| Institution: | University of Science and Technology of China
Hefei, Anhui 230026, P. R. 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 two-way 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 estimators convergence rates |
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