Empirical best linear unbiased predictors in multivariate nested-error regression models
نویسندگان
چکیده
منابع مشابه
An Empirical Bayes Derivation of Best Linear Unbiased Predictors
Let (Y1,θ1), . . . ,(Yn,θn) be independent real-valued random vectors with Yi, given θi, is distributed according to a distribution depending only on θi for i= 1, . . . ,n. In this paper, best linear unbiased predictors (BLUPs) of the θi’s are investigated. We show that BLUPs of θi’s do not exist in certain situations. Furthermore, we present a general empirical Bayes technique for deriving BLUPs.
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ژورنال
عنوان ژورنال: Communications in Statistics - Theory and Methods
سال: 2019
ISSN: 0361-0926,1532-415X
DOI: 10.1080/03610926.2019.1662048