Acta mathematica scientia,Series B ›› 2005, Vol. 25 ›› Issue (2): 247-282.

• Articles • Previous Articles     Next Articles

EMPIRICAL BAYES TEST PROBLEMS OF VARIANCE COMPONENTS IN RANDOM EFFECTS MODEL

 HUI Lai-Sheng, ZHANG Wei-Beng   

  • Online:2005-04-20 Published:2005-04-20
  • Supported by:

    The project is partly supported by NSFC (19971085),
    the Doctoral Program Foundation of the Institute of High Education and the Special Foundation of Chinese
    Academy of Sciences.

Abstract:

Bayes decision rule of variance components for one-way random effects model
is derived and empirical Bayes (EB) decision rules are constructed by kernel estimation
method. Under suitable conditions, it is shown that the proposed EB decision rules are
asymptotically optimal with convergence rates near O(n−1/2). Finally, an example con-
cerning the main result is given

Key words: Empirical Bayes test, variance components, random effects model, conver-
gence rates

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