Please use this identifier to cite or link to this item: https://scholarbank.nus.edu.sg/handle/10635/105039
Title: Bayesian estimates in a one-way ANOVA random effects model
Authors: Bian, G. 
Keywords: Bayes risk estimators
HPD estimators
Independent priors
Poly-t density
Issue Date: Mar-2002
Citation: Bian, G. (2002-03). Bayesian estimates in a one-way ANOVA random effects model. Australian and New Zealand Journal of Statistics 44 (1) : 99-108. ScholarBank@NUS Repository.
Abstract: Bayesian estimators of variance components are developed, based on posterior mean and posterior mode, respectively, in a one-way ANOVA random effects model with independent prior distributions. The formulas for the proposed estimators are simple. The estimators give sensible results for 'badly-behaved' datasets, where the standard unbiased estimates are negative. They are markedly robust as compared to the existing estimators such as the maximum likelihood estimators and the maximum posterior density estimators.
Source Title: Australian and New Zealand Journal of Statistics
URI: http://scholarbank.nus.edu.sg/handle/10635/105039
ISSN: 13691473
Appears in Collections:Staff Publications

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