Mean Squared Error Properties of Empirical Bayes Estimators in a Multivariate Random Effects General Linear Model

1985 ◽  
Vol 80 (391) ◽  
pp. 642-650 ◽  
Author(s):  
Gregory C. Reinsel
2014 ◽  
Vol 951 ◽  
pp. 249-252
Author(s):  
Hui Zhou

The estimation of the parameter of the ЭРланга distribution is discussed based on complete samples. Bayes and empirical Bayesian estimators of the parameter of the ЭРланга distribution are obtained under squared error loss and LINEX loss by using conjugate prior inverse Gamma distribution. Finally, a Monte Carlo simulation example is used to compare the Bayes and empirical Bayes estimators with the maximum likelihood estimator.


2014 ◽  
Vol 978 ◽  
pp. 205-208
Author(s):  
Hui Zhou

This paper studies the estimation of the parameter of Burr Type X distribution. Maximum likelihood estimator is first derived, and then the Bayes and Empirical Bayes estimators of the unknown parameter are obtained under three loss functions, which are squared error loss, LINEX loss and entropy loss functions. The prior distribution of parmeter used in this paper is Gamma distribution. Finally, a Monte Carlo simulation is given to illustrate the application of these estimators.


1982 ◽  
Vol 1982 (1) ◽  
pp. i-16
Author(s):  
Henry I. Braun ◽  
Douglas H. Jones ◽  
Donald B. Rubin ◽  
Dorothy T. Thayer

Psychometrika ◽  
1983 ◽  
Vol 48 (2) ◽  
pp. 171-181 ◽  
Author(s):  
Henry I. Braun ◽  
Douglas H. Jones ◽  
Donald B. Rubin ◽  
Dorothy T. Thayer

2010 ◽  
Vol 41 (02) ◽  
Author(s):  
J Möhring ◽  
D Coropceanu ◽  
F Möller ◽  
S Wolff ◽  
R Boor ◽  
...  

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