THE ASYMPTOTICALLY OPTIMAL EMPIRICALBAYES ESTIMATION IN ONE WAY ANOVA MODEL  

作　　者：WEI Laisheng (Department of Statistics and Finance, University of Science and Technology of China, Hefei 230026, China) 

出　　处：《Systems Science and Mathematical Sciences》1999年第1期13-22,共10页

摘　　要：Consider the one-way analysis of variance (ANOVA) model Yij=μ+αi+∈ij,i=1,…,a; j = 1,…,b, ∈ij～N(0, σ2). By using the kernel estimation of multivariate density function and its partial derivatives and making use of the estimators of nuisance parameters μ and σ2, we construct the empirical Bayes (EB) estimators of parameter vector α = (α1,…，αa)T. Under the existence condition of the second order moment on prior distribution, we obtain their asymptotic optimality.Consider the one-way analysis of variance (ANOVA) model Yij=μ+αi+∈ij,i=1,…,a; j = 1,…,b, ∈ij～N(0, σ2). By using the kernel estimation of multivariate density function and its partial derivatives and making use of the estimators of nuisance parameters μ and σ2, we construct the empirical Bayes (EB) estimators of parameter vector α = (α1,…，αa)T. Under the existence condition of the second order moment on prior distribution, we obtain their asymptotic optimality.

关 键 词：ASYMPTOTIC OPTIMALITY empirical BAYES estimation ONE WAY ANOVA model. 

分 类 号：O211[理学—概率论与数理统计]