线性混合模型中方差分量的经验Bayes估计的收敛速度

The Convergence Rate of Variance Component’s Empirical Bayes Estimators in Mixed-Linear Model

在加权平方损失下导出了含有2个方差分量的线性混合模型中方差分量的Bayes估计.利用多元密度函数及其混合偏导数的核估计方法构造了方差分量的经验Bayes(EB)估计,在某些条件下获得了该估计的收敛速度.

Bayes estimators of variance components are derived for mixed-linear models with two variance components under the weighted square loss function in this paper, and the empirical Bayes estimators are constructed by the kernel estimation method of multivariate density and its mixed partial derivatives, and the convergence rates of this estimator are established as well.