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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)
Publication Information
Journal of the Korean Statistical Society / v.35, no.3, 2006 , pp. 317-329 More about this Journal
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
Error variance; multiparameter exponential family; one-way analysis of variance model; relative squared error loss;
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