Rukhin, A.
(2015),
Decision-Theoretic Issues in Heterogeneity Variance Estimation, Electronic Journal of Statistics
(Accessed April 26, 2024)
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Decision-Theoretic Issues in Heterogeneity Variance Estimation
Published
Author(s)
Abstract
In a random-effects setting of meta-analysis the between-study variance estimation is studied from the decision-theoretic point of view. The problem concerns simultaneous inference on curve-confined natural parameters of independent heterogeneous chi-squared random variables with given degrees of freedom. A form of the Stein phenomenon for the suggested loss function is noted, and the exact minimax value is determined. Second order minimax estimators are also derived.Citation
Electronic Journal of Statistics
Pub Type
Journals
Keywords
Curved exponential family, DerSimonian-Laird procedure
Citation
Created February 8, 2015, Updated January 27, 2020