Minimax Empirical Bayes Estimators in Multivariate Mixed Linear Models with Unequal Replications

The prediction problem in multivariate mixed linear models is considered. The balanced case is treated in Kubokawa and Srivastava ( 1999 ). The unbalanced case is dealt with in this article. The empirical Bayes estimators which dominate the sample mean are obtained.

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Bibliographic Details
Published in:Communications in statistics. Theory and methods 2006-02, Vol.35 (1), p.121-131
Main Author: Koyano, Hitoshi
Format: Article
Language:English
Subjects:
Decision theory
Empirical Bayes estimator
Exact sciences and technology
Mathematics
Multivariate mixed linear model
Parametric inference
Primary 62C20
Probability and statistics
Sciences and techniques of general use
Secondary 62C12, 62F15
Shrinkage estimation
Small area estimation
Statistics
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Description
Summary:The prediction problem in multivariate mixed linear models is considered. The balanced case is treated in Kubokawa and Srivastava ( 1999 ). The unbalanced case is dealt with in this article. The empirical Bayes estimators which dominate the sample mean are obtained.
ISSN:0361-0926
1532-415X
DOI:10.1080/03610920500439430