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Hierarchical Bayes Estimators of the Error Variance in Two-Way ANOVA Models

  • 발행 : 2002.08.01

초록

For estimating the error variance under the relative squared error loss in two-way analysis of variance models, we provide a class of hierarchical Bayes estimators and then derive a subclass of the hierarchical Bayes estimators, each member of which dominates the best multiple of the error sum of squares which is known to be minimax. We also identify a subclass of non-minimax hierarchical Bayes estimators.

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참고문헌

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