On the variance parameter estimator in general linear models
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DOI: 10.1007/s00184-019-00751-4
Abstract: In the present note we consider general linear models where the covariates may be both random and non-random, and where the only restrictions on the error terms are that they are independent and have finite… read more here.
Keywords: parameter estimator; estimator; variance parameter; general linear ... See more keywords
The Bayes rule of the variance parameter of the hierarchical normal and inverse gamma model under Stein's loss
Sign Up to like & getrecommendations! Published in 2017 at "Communications in Statistics - Theory and Methods"
DOI: 10.1080/03610926.2016.1148733
Abstract: ABSTRACT For the variance parameter of the hierarchical normal and inverse gamma model, we analytically calculate the Bayes rule (estimator) with respect to a prior distribution IG (alpha, beta) under Stein's loss function. This estimator… read more here.
Keywords: hierarchical normal; bayes rule; parameter hierarchical; variance parameter ... See more keywords