EMPIRICAL BAYES TEST PROBLEMS OF VARIANCE COMPONENTS IN RANDOM EFFECTS MODEL |
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| Authors: | Wei Laisheng Zhang Weiping |
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| Affiliation: | 1. Center for System Reliability and Safety, University of Electronic Science and Technology of China, Chengdu, Sichuan, China;2. Department of Mathematical Sciences, Durham University, Durham, United Kingdom;3. Durham University Business School, Durham University, Durham, United Kingdom |
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| Abstract: | Bayes decision rule of variance components for one-way random effects model is derived and empirical Bayes (EB) decision rules are constructed by kernel estimation method. Under suitable conditions, it is shown that the proposed EB decision rules are asymptotically optimal with convergence rates near O(n-1/2). Finally, an example concerning the main result is given. |
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| Keywords: | Empirical Bayes test variance components random effects model convergence rates |
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