Journal of the Korean Statistical Society

The Korean Statistical Society (한국통계학회)
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ON THE ADMISSIBILITY OF HIERARCHICAL BAYES ESTIMATORS

  • Kim Byung-Hwee (Department of Mathematics, Hanyang University) ;
  • Chang In-Hong (Department of Computer Science and Statistics, Chosun University)
  • Published : 2006.09.01
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Abstract

In the problem of estimating the error variance in the balanced fixed- effects one-way analysis of variance (ANOVA) model, Ghosh (1994) proposed hierarchical Bayes estimators and raised a conjecture for which all of his hierarchical Bayes estimators are admissible. In this paper we prove this conjecture is true by representing one-way ANOVA model to the distributional form of a multiparameter exponential family.

Keywords

References

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