| EMPIRICAL BAYES TEST PROBLEMS OF VARIANCE COMPONENTS IN RANDOM EFFECTS MODEL |
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| 引用本文： | 韦来生 张伟平. EMPIRICAL BAYES TEST PROBLEMS OF VARIANCE COMPONENTS IN RANDOM EFFECTS MODEL[J]. 数学物理学报(B辑英文版), 2005, 25(2): 274-282. DOI: 10.1016/S0252-9602(17)30284-9 |
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| 作者姓名： | 韦来生 张伟平 |
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| 作者单位： | DepartmentofStatisticsandFinance,UniversityofScienceandTechnologyofChina,Hefei230026,China |
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| 基金项目： | The project is partly 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： | 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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| 关 键 词： | 贝叶斯经验公式检验 变量组成 随机效应模型 收敛度 |
| 收稿时间： | 2002-09-04 |
EMPIRICAL BAYES TEST PROBLEMS OF VARIANCE COMPONENTS IN RANDOM EFFECTS MODEL |
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| Wei Laisheng,Zhang Weiping. EMPIRICAL BAYES TEST PROBLEMS OF VARIANCE COMPONENTS IN RANDOM EFFECTS MODEL[J]. Acta Mathematica Scientia, 2005, 25(2): 274-282. DOI: 10.1016/S0252-9602(17)30284-9 |
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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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