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Bayes Estimators of Heterogeneity Variance and T-Systems

Published

Author(s)

Andrew L. Rukhin

Abstract

The considered problem concerns simultaneous inference for curve-confined natural parameters of independent, heterogeneous gamma-random variables with known shape parameters. The meta-analysis motivated loss function is suggested and some properties of the minimax value for the corresponding risk are obtained. The form of Bayes estimators and quadrature formulas for their numerical evaluation are provided, along with Monte Carlo simulations.
Citation
Journal Of Statistical Planning And Inference

Keywords

Curved exponential family, Dirichlet averages, Laguerre polynomials, meta-analysis, minimaxity, quadrature formulas.

Citation

Rukhin, A. (2014), Bayes Estimators of Heterogeneity Variance and T-Systems, Journal Of Statistical Planning And Inference, [online], https://tsapps.nist.gov/publication/get_pdf.cfm?pub_id=914715 (Accessed May 26, 2024)

Issues

If you have any questions about this publication or are having problems accessing it, please contact reflib@nist.gov.

Created January 8, 2014, Updated January 27, 2020