Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1149905 | Journal of Statistical Planning and Inference | 2017 | 12 Pages |
Abstract
The paper develops constrained Bayes and empirical Bayes estimators in the random effects ANOVA model under balanced loss functions. In the balanced normal-normal model, estimators of the Bayes risks of the constrained Bayes and constrained empirical Bayes estimators are provided which are correct asymptotically up to O(m-1), that is the remainder term is o(m-1), m denoting the number of strata.
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Malay Ghosh, Myung Joon Kim, Dal Ho Kim,