The Bayes estimator of the variance components and its admissibility

Jaroslav Stuchlý

Mathematica Slovaca (1990)

  • Volume: 40, Issue: 4, page 423-434
  • ISSN: 0139-9918

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Stuchlý, Jaroslav. "The Bayes estimator of the variance components and its admissibility." Mathematica Slovaca 40.4 (1990): 423-434. <http://eudml.org/doc/31717>.

@article{Stuchlý1990,
author = {Stuchlý, Jaroslav},
journal = {Mathematica Slovaca},
keywords = {necessary and sufficient conditions; existence of Bayes invariant quadratic unbiased estimators; linear functions of variance components; mixed linear model},
language = {eng},
number = {4},
pages = {423-434},
publisher = {Mathematical Institute of the Slovak Academy of Sciences},
title = {The Bayes estimator of the variance components and its admissibility},
url = {http://eudml.org/doc/31717},
volume = {40},
year = {1990},
}

TY - JOUR
AU - Stuchlý, Jaroslav
TI - The Bayes estimator of the variance components and its admissibility
JO - Mathematica Slovaca
PY - 1990
PB - Mathematical Institute of the Slovak Academy of Sciences
VL - 40
IS - 4
SP - 423
EP - 434
LA - eng
KW - necessary and sufficient conditions; existence of Bayes invariant quadratic unbiased estimators; linear functions of variance components; mixed linear model
UR - http://eudml.org/doc/31717
ER -

References

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  1. KLEFFE J., PINCUS R., Bayеѕ and bеѕt quadratic unbiaѕеd еѕtimatorѕ for paramеtеrѕ of thе covariancе matrix in a normal linеar modеl, Math. Opеrationѕf. Statiѕt. 5, 1974, 43-67. (1974) MR0341683
  2. KUBÁČEK L., Foundation of Eѕtimation Thеory, Amѕtеrodam, Elѕеviеr 1988. (1988) 
  3. RAO C. R., Linеar Statiѕtical Infеrеncе and Itѕ Applicationѕ, 2nd еd. J. Wilеy, Nеw York 1973. (1973) 
  4. STUCHLÝ J., Bayеѕ unbiaѕеd еѕtimation in a modеl with two variancе componеntѕ, Aplikacе matеmatiky 32, No. 2, 1987, 120-130. (1987) 
  5. STUCHLÝ J., Bayеѕ unbiaѕеd еѕtimation in a modеl with thrее variancе componеntѕ, Aplikacе matеmatiky 34, No. 5, 1988, 375-386. (1988) 

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