EMPIRICAL BAYES TEST PROBLEMS OF VARIANCE COMPONENTS IN RANDOM EFFECTS MODEL

• 作 者: 韦来生 张伟平
• 机 构: DepartmentofStatisticsandFinance
• 出 处: 数学物理学报：B辑英文版
• 发表日期: 2005年2期
• 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 Empirical Bayes test variance components random effe
• 基金项目: 国家自然科学基金，the Doctoral Program Foundation of the Institute of High Education and the Special Foundation of Chinese Academy of Sciences

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 asym