[KSCI] Korea Science Citation Index Service

http://dx.doi.org/10.5351/CKSS.2002.9.2.315

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

Chang, In Hong (Department of Mathematics, Hanyang University)
Kim, Byung Hwee (Department of Mathematics, Hanyang University)

Publication Information

Communications for Statistical Applications and Methods / v.9, no.2, 2002 , pp. 315-324 More about this Journal

Abstract

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.

Keywords

Balanced two-way ANOVA model; Error variance; Hierarchical Bayes estimation; Minimaxity; Relative squared error loss;

Citations & Related Records

Reference

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