Empirical Bayesian estimation of normal variances and covariances

نویسندگان

چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Double shrinkage empirical Bayesian estimation for unknown and unequal variances

In this paper, we construct a point estimator when assuming unequal and unknown variances by using the empirical Bayes approach in the classical normal mean problem. The proposed estimator shrinks both means and variances, and is thus called the double shrinkage estimator. Extensive numerical studies indicate that the double shrinkage estimator has lower Bayes risk than the estimator which shri...

متن کامل

Variances and Covariances in Deconvolution

This paper discusses some aspects of deconvolution of one-dimensional spectra in the framework of the Least Squares Method and presents a minimum variance regularization procedure. Covariance matrices are taken into account in every step. Fluctuation and artifacts, both in the deconvolved and regularized spectra, are related to the structure of the covariance matrices. The method is applied to ...

متن کامل

biMM: efficient estimation of genetic variances and covariances for cohorts with high-dimensional phenotype measurements

Summary Genetic research utilizes a decomposition of trait variances and covariances into genetic and environmental parts. Our software package biMM is a computationally efficient implementation of a bivariate linear mixed model for settings where hundreds of traits have been measured on partially overlapping sets of individuals. Availability and Implementation Implementation in R freely avai...

متن کامل

Variances and covariances of identity coefficients of a multigene family.

By using a model of gene conversion for treating concerted evolution of multigene families, a theory for calculating the variances and covariances of identity coefficients has been developed. Six coefficients on triple identity and 15 coefficients on quadruple identity are needed. The variances and covariances are obtained from the quadruple identity coefficients and divided into within-populat...

متن کامل

Bounds for covariances and variances of truncated random variables

We show that a lower bound for covariance of min(X 1 , X 2) and max(X 1 , X 2) is cov (X 1 , X 2) and an upper bound for variance of min(X 2 , max(X, X 1)) is var (X) + var (X 1) + var (X 2) generalizing previous results. We also characterize the cases where these bounds are sharp.

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Journal of Multivariate Analysis

سال: 2003

ISSN: 0047-259X

DOI: 10.1016/s0047-259x(02)00076-3